Journal of Economics Theory

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The Analytic Properties for a Generalized Abel’s Asset Pricing Model

Shaoyong Lai and Ya Qin
Page: 106-111 | Received 21 Sep 2022, Published online: 21 Sep 2022

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Abstract

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.

How to cite this article:

Shaoyong Lai and Ya Qin . The Analytic Properties for a Generalized Abel’s Asset Pricing Model.
DOI: https://doi.org/10.36478/jeth.2008.106.111
URL: https://www.makhillpublications.co/view-article/1994-8212/jeth.2008.106.111