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Time preference and capital asset pricing models

Опубликовано на портале: 18-03-2003
Journal of Financial Economics. 1985.  Vol. 14. No. 1. P. 145-59. 
Analyzes the role played by the assumption of separable time-additive preference structures in the derivation of continuous-time intertemporal capital asset pricing models. Recursive preference structures; Consumption-investment with the linear aggregator; Diffusion state-return processes. (Из Ebsco)