Results 71 to 80 of about 96,490 (163)

Keeping up with the Joneses: An international asset pricing model [PDF]

open access: yes
We derive an international asset pricing model that assumes local investors have preferences of the type "keeping up with the Joneses." In an international setting investors compare their current wealth with that of their peers who live in the same ...
Fernando Zapatero   +2 more
core  

Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences [PDF]

open access: yes
In this paper we provide a thorough characterization of the asset returns implied by a simple general equilibrium production economy with convex investment adjustment costs.
Claudio Campanale   +2 more
core  

Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model

open access: green, 2001
Peter Christensen   +2 more
openalex   +1 more source

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