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Finance / Intertemporal CAPM / Capital asset pricing model / Eugene Fama / Beta / Hyperbolic absolute risk aversion / General equilibrium theory / Economic model / Arbitrage pricing theory / Mathematical finance / Financial economics / Economics


Journal of Financial Economics
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Document Date: 2015-02-05 19:46:32

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File Size: 3,42 MB

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Company

Cox / /

Event

Dividend Issuance / /

Facility

BREEDEN* University / /

IndustryTerm

mathematical solution / expected utilities / life insurance / closed-form solution / investment technology / closed-form solutions / /

Organization

North-Holland Publishing Company AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES Douglas Stanford T. BREEDEN* University / Stanford / /

Person

Eugene Fama / Nils Hakansson / John Long / Myron Scholes / Douglas Stanford / Jon Ingersoll / Stephen Ross / George Constantanides / Robert Litzenberger / /

Position

discrete-time model / general capital markets / /

ProvinceOrState

California / /

PublishedMedium

Journal of Financial Economics / /

Technology

investment technology / /

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