Title of article :
Do CAPM results hold in a dynamic economy? A numerical analysis
Author/Authors :
Levent Akdeniz، نويسنده , , W. Davis Dechert، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Keywords :
Stochasticgrowth models , Projection methods , Asset pricing models , Computational economics
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control