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Now showing items 1-9 of 9
The interaction between time-nonseparable preferences and time aggregation
(Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology, 1990)
Finite sample properties of some alternative GMM estimators
(Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1994)
An empirical investigation of asset pricing with temporally dependent preference specifications
(Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology, 1991)
Econometric evaluation of asset pricing models
([Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology, 1994)
Econometric evaluation of asset pricing models
(Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1993)
The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices
(Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1994)
Evaluating the effects of incomplete markets on risk sharing nad asset pricing
(Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992)
The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
(Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology, 1992)
The interaction between time-nonseparable preferences and time aggregaton [i.e. aggregation]
(Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology, 1991)