TY  - JOUR
T1  - The Analytic Properties for a Generalized Abel’s Asset Pricing Model
AU - , Shaoyong Lai AU - , Ya Qin 
JO  - Journal of Economics Theory
VL  - 2
IS  - 3
SP  - 106
EP  - 111
PY  - 2008
DA  - 2001/08/19
SN  - 1994-8212
DO  - jeth.2008.106.111
UR  - https://makhillpublications.co/view-article.php?doi=jeth.2008.106.111
KW  - Analyticity
KW  -asset pricing model
KW  -nonlinear price-dividend function
AB  - The derivation of the integral equation for a generalized Abel’s asset pricing model, which yields an analytic price-dividend function of one state variable, is established. When the constants appearing in the equation satisfy some inequalities and assumptions, the existence and uniqueness of the solutions for the equation are proved to be true. The analytic property of the solutions is investigated in the complex plane.
ER  -