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A Stock Market Model

https://doi.org/10.2139/ssrn.1293949
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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John Maynard Keynes
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Optimal Consumption and Investment with Bankruptcy
inferredcites →https://doi.org/10.1007/978-1-4615-6257-3_11openalex-extracted
A Contribution to the Micro Foundation for Keynesian Macroeconomic Models
inferredcites →https://doi.org/10.1007/978-1-4615-6257-3_6openalex-extracted
Explicit Solution of a General Consumption/Portfolio Problem with Subsistence Consumption and Bankruptcy
inferredcites →https://doi.org/10.1007/b98840openalex-extracted
Methods of Mathematical Finance
inferredcites →https://doi.org/10.1016/0022-0531(71)90038-xopenalex-extracted
Optimum consumption and portfolio rules in a continuous-time model
inferredcites →https://doi.org/10.1016/0165-1889(92)90056-kopenalex-extracted
Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
inferredcites →https://doi.org/10.1016/0304-3932(85)90061-3openalex-extracted
The equity premium: A puzzle
inferredcites →https://doi.org/10.1016/0378-4266(86)90023-3openalex-extracted
Systematic risk, total risk and size as determinants of stock market returns
inferredcites →https://doi.org/10.1016/b978-0-12-445850-5.50008-8openalex-extracted
THE DEMAND FOR RISKY ASSETS
inferredcites →https://doi.org/10.1016/b978-0-12-780850-5.50044-7openalex-extracted
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
inferredcites →https://doi.org/10.1073/pnas.86.22.9048openalex-extracted
A case at last for age-phased reduction in equity.
inferredcites →https://doi.org/10.1086/294442openalex-extracted
Dividend Policy, Growth, and the Valuation of Shares
inferredcites →https://doi.org/10.1093/rfs/1.3.195openalex-extracted
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
inferredcites →https://doi.org/10.1111/0022-1082.00144openalex-extracted
Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests
inferredcites →https://doi.org/10.1111/0022-1082.00347openalex-extracted
Consumption, Aggregate Wealth, and Expected Stock Returns
inferredcites →https://doi.org/10.1111/0022-1082.00384openalex-extracted
Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets
inferredcites →https://doi.org/10.1111/1540-6261.00437openalex-extracted
The Equity Premium
inferredcites →https://doi.org/10.1111/1540-6261.00474openalex-extracted
Dividends, Share Repurchases, and the Substitution Hypothesis
inferredcites →https://doi.org/10.1111/j.1745-6622.1999.tb00665.xopenalex-extracted
ESTIMATING THE EQUITY RISK PREMIUM AND EQUITY COSTS: NEW WAYS OF LOOKING AT OLD DATA
inferredcites →https://doi.org/10.21034/dp.102openalex-extracted
The Equity Premium: It's Still a Puzzle
inferredcites →https://doi.org/10.2139/ssrn.169791openalex-extracted
Consumption, Aggregate Wealth and Expected Stock Returns
inferredcites →https://doi.org/10.2307/1055208openalex-extracted
The Investment, Financing, and Valuation of the Corporation
inferredcites →https://doi.org/10.2307/135448openalex-extracted
Dynamic Macroeconomic Theory
inferredcites →https://doi.org/10.2307/1910455openalex-extracted
Aspects of the Theory of Risk Bearing--Yrjo Jahnsson Lectures
inferredcites →https://doi.org/10.2307/1913738openalex-extracted
Risk Aversion in the Small and in the Large
inferredcites →https://doi.org/10.2307/1913837openalex-extracted
Asset Prices in an Exchange Economy
inferredcites →https://doi.org/10.2307/1926559openalex-extracted
Lifetime Portfolio Selection By Dynamic Stochastic Programming
inferredcites →https://doi.org/10.2307/1926560openalex-extracted
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
inferredcites →https://doi.org/10.2307/2143949openalex-extracted
The General Theory of Employment, Interest and Money, by John Maynard Keynes
inferredcites →https://doi.org/10.2307/2233526openalex-extracted
Dynamic Macroeconomic Theory.
inferredcites →https://doi.org/10.2307/2282415openalex-extracted
Portfolio Selection: Efficient Diversification of Investments.
inferredcites →https://doi.org/10.2307/2296205openalex-extracted
Liquidity Preference as Behavior Towards Risk
inferredcites →https://doi.org/10.2307/2326482openalex-extracted
The Cost of Equity Capital: A Reconsideration
inferredcites →https://doi.org/10.2307/2329112openalex-extracted
inferredcites →https://doi.org/10.2307/2329839openalex-extracted
Geometric Mean Approximations of Individual Security and Portfolio Performance
inferredcites →https://doi.org/10.2307/2330365openalex-extracted
A New Empirical Perspective on the CAPM
inferredcites →https://doi.org/10.2307/2977577openalex-extracted
The Investment, Financing, and Valuation of the Corporation.
inferredcites →https://doi.org/10.2307/2977928openalex-extracted
inferredcites →https://doi.org/10.2307/2980590openalex-extracted
The General Theory of Employment, Interest and Money.
inferredcites →https://doi.org/10.2469/faj.v41.n6.70openalex-extracted
Are High-Beta, Large-Capitalization Stocks Overpriced?
inferredcites →https://doi.org/10.2469/faj.v48.n1.28openalex-extracted
The Equity Premium: Stock and Bond Returns Since 1802
inferredcites →https://doi.org/10.2469/faj.v53.n3.2084openalex-extracted
The Finite Horizon Expected Return Model
inferredcites →https://doi.org/10.3386/w0456openalex-extracted
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
inferredcites →https://doi.org/10.3905/jpm.1994.409499openalex-extracted
The Long-Term Case for Equities
inferredcites →https://doi.org/10.4337/9781035305810openalex-extracted
FINANCE, INVESTMENT AND MACROECONOMICS
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-snapshot
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-snapshot
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.2307/1991638openalex-snapshot
Money and Finance in the Macroeconomic Process

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inferred← citeshttps://doi.org/10.29105/rinn10.20-6openalex-snapshot
Modelo de política óptima de dividendos
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