Lucas asset pricing model

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The Lucas asset pricing model is a foundational rational expectations framework in macro-finance that explains asset prices through representative-agent intertemporal consumption choices under uncertainty.

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Statements (49)

Predicate Object
instanceOf asset pricing model
consumption-based asset pricing model
intertemporal choice model
macroeconomic model
rational expectations model
representative agent model
assumes frictionless financial markets
no arbitrage
perfect competition
rational expectations about future states
representative agent with time-separable preferences
uncertainty about future endowments
characteristic assets are claims to future endowments
prices determined by equilibrium between supply and demand for contingent claims
representative agent receives stochastic endowment stream
coreIdea asset prices equal discounted expectations of future payoffs
stochastic discount factor equals intertemporal marginal rate of substitution in consumption
developedBy Robert E. Lucas Jr. NERFINISHED
explains determinants of risk premia
pricing of risky assets in general equilibrium
relationship between consumption and asset returns
field asset pricing
financial economics
macroeconomics
goal derive asset prices from optimal consumption and portfolio choice under uncertainty
implies Euler equation for optimal consumption and portfolio choice
pricing kernel based on marginal utility growth
influenced intertemporal CAPM
macro-finance literature
modern consumption-based asset pricing
research on equity premium puzzle
influencedBy Arrow–Debreu general equilibrium theory
expected utility theory
rational expectations hypothesis
mathematicalFormulation general equilibrium with stochastic endowment process
namedAfter Robert E. Lucas Jr. NERFINISHED
relatedTo Arrow–Debreu asset pricing framework NERFINISHED
consumption-based CAPM NERFINISHED
intertemporal CAPM NERFINISHED
timePeriod 1970s
usedFor deriving testable implications for asset returns
theoretical benchmark in macro-finance
usesConcept Arrow–Debreu equilibrium NERFINISHED
complete markets
intertemporal utility maximization
marginal utility of consumption
rational expectations
representative agent
stochastic discount factor

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Robert Lucas Jr. notableConcept Lucas asset pricing model