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Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
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Outgoing claims: the papers this work cites, builds on, or argues with.
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A Capital Asset Pricing Model with Time-Varying Covariances
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A Capital-Asset Pricing Model with Time-varying Covariances
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The Allocation of Assets Under Higher Moments
inferred← citeshttps://doi.org/10.2139/ssrn.4113712openalex-extracted
The 2003 Tax Reform and Corporate Payout Policy in the US
inferred← citeshttps://doi.org/10.2139/ssrn.413040openalex-extracted
Solving Asset Pricing Models When the Price-Dividend Function is Analytic
inferred← citeshttps://doi.org/10.2139/ssrn.4137319openalex-extracted
Imperfect Financial Markets and the Cyclicality of Social Spending
inferred← citeshttps://doi.org/10.2139/ssrn.4245812openalex-extracted
Borrow Now, Pay Even Later: A Quantitative Analysis of Student Debt Payment Plans
inferred← citeshttps://doi.org/10.2139/ssrn.4497575openalex-extracted
The Demand for Long-Term Mortgage Contracts and the Role of Collateral
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