General equilibrium with constant relative risk aversion and Vasicek interest rates

Mathematical Finance

Volumn 6, Issue 3, 1996, Pages 331-340

  Goldstein, Robert ^a   Zapatero, Fernando ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b INSTITUTO TECNOLÓGICO AUTÓNOMO DE MÉXICO   (Mexico)

Author keywords

Equity premium; General equilibrium; Martingale approach; Vasicek interest rates

Indexed keywords

EID: 0030538093     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.1996.tb00120.x     Document Type: Article

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