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Analytic solving of asset pricing models: The by force of habit case. (2008). Cosimano, Thomas ; Himonas, Alex A. ; Chen, YU.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:32:y:2008:i:11:p:3631-3660.

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  1. Higher-Order Effects in Asset-Pricing Models with Long-Run Risks. (2016). Schmedders, Karl ; Pohl, Walt ; Wilms, Ole .
    In: 2016 Meeting Papers.
    RePEc:red:sed016:306.

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  2. External habit: Anything goes. (2016). Pohl, Walt.
    In: Economics Letters.
    RePEc:eee:ecolet:v:146:y:2016:i:c:p:140-142.

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  3. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies. (2014). Cosimano, Thomas ; Chen, YU ; Kelly, Peter ; Himonas, Alex .
    In: Computational Economics.
    RePEc:kap:compec:v:44:y:2014:i:4:p:397-443.

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  4. Continuous time one-dimensional asset-pricing models with analytic price–dividend functions. (2010). Cosimano, Thomas ; Chen, YU ; Himonas, Alex .
    In: Economic Theory.
    RePEc:spr:joecth:v:42:y:2010:i:3:p:461-503.

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  5. Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem. (2008). Cosimano, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:6:p:1857-1894.

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References

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