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作者 Akdeniz, Levent
書名 Risk and return in a dynamic general equilibrium model
國際標準書號 9780591332124
book jacket
說明 92 p
附註 Source: Dissertation Abstracts International, Volume: 58-03, Section: A, page: 1014
Thesis (Ph.D.)--University of Houston, 1996
In this study I examine the relationship between risk and return on productive assets using the intertemporal general equilibrium model of Brock (1982) as a basis for a simulation study. Current computational techniques are used to solve the growth model of Brock (1979) in order to analyze the underlying financial model. Contrary to recent empirical findings, I find that, there is a theoretical basis for the linear relationship between risk and return. This apparent contradiction is due in part to the fact that the dynamic relationship between risk and return depends on the level of output
School code: 0087
DDC
Host Item Dissertation Abstracts International 58-03A
主題 Economics, Finance
Economics, Theory
0508
0511
Alt Author University of Houston
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