Do CAPM results hold in a dynamic economy? A numerical analysis

Journal of Economic Dynamics and Control

Volumn 21, Issue 6, 1997, Pages 981-1003

  Akdeniz, Levent ^a   Dechert, W Davis ^b  

^a BILKENT UNIVERSITY   (Turkey)

^b UNIVERSITY OF HOUSTON   (United States)

Author keywords

Asset pricing models; Computational economics; Projection methods; Stochastic growth models

Indexed keywords

EID: 0031161473     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(96)00014-0     Document Type: Article

References (16)

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