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JournalISSN: 0022-0531

Journal of Economic Theory 

Elsevier BV
About: Journal of Economic Theory is an academic journal published by Elsevier BV. The journal publishes majorly in the area(s): Nash equilibrium & Repeated game. It has an ISSN identifier of 0022-0531. Over the lifetime, 4851 publications have been published receiving 354656 citations. The journal is also known as: JET & Economic theory.

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Journal ArticleDOI
TL;DR: Ebsco as mentioned in this paper examines the arbitrage model of capital asset pricing as an alternative to the mean variance pricing model introduced by Sharpe, Lintner and Treynor.

6,763 citations

Journal ArticleDOI
TL;DR: In this paper, the problem of comparing two frequency distributions f(u) of an attribute y which for convenience I shall refer to as income is defined as a risk in the theory of decision-making under uncertainty.

5,002 citations

Journal ArticleDOI
TL;DR: In this paper, the authors considered the continuous-time consumption-portfolio problem for an individual whose income is generated by capital gains on investments in assets with prices assumed to satisfy the geometric Brownian motion hypothesis, which implies that asset prices are stationary and lognormally distributed.

4,952 citations

Journal ArticleDOI
TL;DR: In this article, the authors provide a simple example of an economy in which equilibrium prices and quantities exhibit what may be the central feature of the modern business cycle: a systematic relation between the rate of change in nominal prices and the level of real output.

4,451 citations

No. of papers from the Journal in previous years