CAPITAL-ASSET PRICING IN AN OVERLAPPING GENERATIONS MODEL

[1] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[2] EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 431 - 449

[3] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[4] HAGERUP PA, 1981, ASSET PRICE VARIABIL

[5] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[6] Radner R., 1979, ECONOMETRICA, V47, P665

[7] AN EXACT CONSUMPTION-LOAN MODEL OF INTEREST WITH OR WITHOUT THE SOCIAL CONTRIVANCE OF MONEY [J]. JOURNAL OF POLITICAL ECONOMY, 1958, 66 (06) : 467 - 482

[1] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[2] EXISTENCE OF FUTURES MARKETS, NOISY RATIONAL EXPECTATIONS AND INFORMATIONAL EXTERNALITIES [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 431 - 449

[3] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[4] HAGERUP PA, 1981, ASSET PRICE VARIABIL

[5] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[6] Radner R., 1979, ECONOMETRICA, V47, P665

[7] AN EXACT CONSUMPTION-LOAN MODEL OF INTEREST WITH OR WITHOUT THE SOCIAL CONTRIVANCE OF MONEY [J]. JOURNAL OF POLITICAL ECONOMY, 1958, 66 (06) : 467 - 482