SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

Economics Letters

Volumn 72, Issue 2, 2001, Pages 151-157

Asset pricing with a forward-backward stochastic differential utility

(3) Antonelli, Fabio a Barucci, Emilio b Mancino, Maria Elvira c

a UNIVERSITY OF CHIETI (Italy)

b UNIVERSITY OF PISA (Italy)

c UNIVERSITY OF FLORENCE (Italy)

Author keywords

Anticipation; Asset pricing; C61; D11; D81; Disappointment; Equity premium; Forward backward SDU; G12

Indexed keywords

EID: 0035604816 PISSN: 01651765 EISSN: None Source Type: Journal
DOI: 10.1016/S0165-1765(01)00432-3 Document Type: Article

Times cited : (25)

References (13)

1
- 0000580597
- Backward-forward stochastic differential equations
- Antonelli F. Backward-forward stochastic differential equations. Annals of Applied Probability. 3:1993;777-793.
- (1993) Annals of Applied Probability , vol.3 , pp. 777-793
- Antonelli, F.¹

2
- 0008653821
- Preprint, Università di Pisa
- Antonelli, F., Barucci, E., Mancino, M.E., 1999. Backward-forward stochastic differential utility. Preprint, Università di Pisa.
- (1999) Backward-forward Stochastic Differential Utility
- Antonelli, F.¹ Barucci, E.² Mancino, M.E.³

3
- 0346540311
- Preprint, Università di Pisa
- Antonelli, F., Barucci, E., Mancino, M.E., 2000. Asset pricing with a backward-forward stochastic differential utility. Preprint, Università di Pisa.
- (2000) Asset Pricing with a Backward-forward Stochastic Differential Utility
- Antonelli, F.¹ Barucci, E.² Mancino, M.E.³

4
- 0021794589
- Disappointment in decision making
- Bell D. Disappointment in decision making. Operations Research. 33:1985;1-27.
- (1985) Operations Research , vol.33 , pp. 1-27
- Bell, D.¹

5
- 84935322716
- Habit formation: A resolution of the equity premium puzzle
- Constantinides G. Habit formation: a resolution of the equity premium puzzle. Journal of Political Economy. 98:1990;519-543.
- (1990) Journal of Political Economy , vol.98 , pp. 519-543
- Constantinides, G.¹

6
- 0002720622
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Cox J., Huang C.-F. Optimal consumption and portfolio policies when asset prices follow a diffusion process. Journal of Economic Theory. 49:1989;33-83.
- (1989) Journal of Economic Theory , vol.49 , pp. 33-83
- Cox, J.¹ Huang, C.-F.²

7
- 0001370320
- Asset prices in an exchange economy with habit formation
- Detemple J., Zapatero F. Asset prices in an exchange economy with habit formation. Econometrica. 59:1991;1633-1657.
- (1991) Econometrica , vol.59 , pp. 1633-1657
- Detemple, J.¹ Zapatero, F.²

8
- 84986798890
- Optimal consumption-portfolio policies with habit formation
- Detemple J., Zapatero F. Optimal consumption-portfolio policies with habit formation. Mathematical Finance. 2:1992;251-274.
- (1992) Mathematical Finance , vol.2 , pp. 251-274
- Detemple, J.¹ Zapatero, F.²

9
- 0004018246
- Princeton University Press
- Duffie D. Dynamic Asset Pricing Theory. 1996;Princeton University Press.
- (1996) Dynamic Asset Pricing Theory
- Duffie, D.¹

10
- 84960609981
- Disappointment and dynamic consistency in choice under uncertainty
- Loomes, G., Sugden, R., 1986. Disappointment and dynamic consistency in choice under uncertainty. Review of Economic Studies, 271-282.
- (1986) Review of Economic Studies , pp. 271-282
- Loomes, G.¹ Sugden, R.²

11
- 84935677951
- Anticipation and the valuation of delayed consumption
- Lowenstein G. Anticipation and the valuation of delayed consumption. Economic Journal. 97:1987;666-684.
- (1987) Economic Journal , vol.97 , pp. 666-684
- Lowenstein, G.¹

12
- 0000524940
- Negative time preference
- Lowenstein G., Prelec D. Negative time preference. American Economic Review. 81:1991;346-352.
- (1991) American Economic Review , vol.81 , pp. 346-352
- Lowenstein, G.¹ Prelec, D.²

13
- 46549099071
- The equity premium: A puzzle
- Mehra R., Prescott E. The equity premium: a puzzle. Journal of Monetary Economics. 15:1985;145-161.
- (1985) Journal of Monetary Economics , vol.15 , pp. 145-161
- Mehra, R.¹ Prescott, E.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.