On the public citation graph

The Equity Premium and the Risk Free Rate in a Production Economy: A New Perspective

https://doi.org/10.2139/ssrn.1765858
0 signed · 43 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

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

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/10.1016/0304-3932(88)90172-9openalex-extracted
The equity risk premium a solution
inferredcites →https://doi.org/10.1016/0304-3932(88)90173-0openalex-extracted
The equity risk premium: A solution?
inferredcites →https://doi.org/10.1016/0304-3932(92)90014-sopenalex-extracted
The real rate of interest from 1800–1990
inferredcites →https://doi.org/10.1016/0304-405x(91)90015-copenalex-extracted
The Consumption of Stockholders and Non-Stockholders
inferredcites →https://doi.org/10.1016/0956-5221(93)90003-bopenalex-extracted
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle
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/10.1016/s0304-4068(01)00082-9openalex-extracted
Explicit characterizations of financial prices with history-dependent utility
inferredcites →https://doi.org/10.1017/s1365100597002034openalex-extracted
MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
inferredcites →https://doi.org/10.1086/261141openalex-extracted
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
inferredcites →https://doi.org/10.1086/261693openalex-extracted
Habit Formation: A Resolution of the Equity Premium Puzzle
inferredcites →https://doi.org/10.1086/294442openalex-extracted
Dividend Policy, Growth, and the Valuation of Shares
inferredcites →https://doi.org/10.1093/oso/9780195399622.003.0010openalex-extracted
The Economics of Climate Change
inferredcites →https://doi.org/10.1093/rfs/hhm020openalex-extracted
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
inferredcites →https://doi.org/10.1111/j.1467-9965.1993.tb00079.xopenalex-extracted
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04039.xopenalex-extracted
Survival
inferredcites →https://doi.org/10.1162/003355302753399508openalex-extracted
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
inferredcites →https://doi.org/10.1162/qjec.121.3.823openalex-extracted
Rare Disasters and Asset Markets in the Twentieth Century*
inferredcites →https://doi.org/10.1257/000282803321947407openalex-extracted
Average Debt and Equity Returns: Puzzling?
inferredcites →https://doi.org/10.1257/aer.97.4.1102openalex-extracted
Subjective Expectations and Asset-Return Puzzles
inferredcites →https://doi.org/10.21034/dp.102openalex-extracted
The Equity Premium: It's Still a Puzzle
inferredcites →https://doi.org/10.2139/ssrn.575321openalex-extracted
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
inferredcites →https://doi.org/10.2307/1391605openalex-extracted
Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
inferredcites →https://doi.org/10.2307/1911241openalex-extracted
An Intertemporal General Equilibrium Model of Asset Prices
inferredcites →https://doi.org/10.2307/1911242openalex-extracted
A Theory of the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2307/1913386openalex-extracted
Time to Build and Aggregate Fluctuations
inferredcites →https://doi.org/10.2307/1913778openalex-extracted
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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/10.2307/2118511openalex-extracted
Myopic Loss Aversion and the Equity Premium Puzzle
inferredcites →https://doi.org/10.2307/2329081openalex-extracted
Dynamic Asset Pricing Theory.
inferredcites →https://doi.org/10.2307/2330943openalex-extracted
Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests
inferredcites →https://doi.org/10.2307/j.ctt1npzkhopenalex-extracted
A Question of Balance
inferredcites →https://doi.org/10.3386/w10270openalex-extracted
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
inferredcites →https://doi.org/10.3386/w1643openalex-extracted
Estimating the Continuous Time Consumption Based Asset Pricing Model
inferredcites →https://doi.org/10.3386/w3975openalex-extracted
Equilibrium Asset Prices With Undiversifiable Labor Income Risk
inferredcites →https://doi.org/10.3386/w4369openalex-extracted
Myopic Loss Aversion and the Equity Premium Puzzle
inferredcites →https://doi.org/10.3386/w4995openalex-extracted
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.1017/cbo9780511817434openalex-snapshot
The Economics of Climate Change
inferredcites →https://doi.org/10.1086/250059openalex-snapshot
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.1086/295078openalex-snapshot
Optimal Multiperiod Portfolio Policies

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1774704openalex-extracted
The Long Term Equilibrium Interest Rate and Risk Premiums Under Uncertainty
inferred← citeshttps://doi.org/10.2139/ssrn.1855563openalex-extracted
Long Dated Life Insurance and Pension Contracts
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.