Asset pricing models are formulated as economic equilibrium models

the verdict

SUPPORTED

the evidence backs this

Recorded sources

2 sources for · 0 against

Counts group repeated records of the same source within each side. They do not measure evidence strength or source independence.

Asset pricing models are frequently formulated using economic equilibrium frameworks, where asset prices and risk premia are derived from market-clearing conditions and the stochastic discount factor.

The analysis

The retrieved papers include studies explicitly formulating asset pricing frameworks within general equilibrium theory (e.g., Papers 8 and 9). None of the papers refute the core premise that asset pricing models can be and are formulated as economic equilibrium models.

Evidence for · 2

General Equilibrium Liquidity-Adjusted Valuation (GELAV): A Structural Asset Pricing Framework

Recorded source metadata

SAMIR ASAF. General Equilibrium Liquidity-Adjusted Valuation (GELAV): A Structural Asset Pricing Framework. 2026. https://doi.org/10.2139/ssrn.6522699

Paper 8 develops a structural asset pricing framework grounded in general equilibrium, linking the pricing kernel and liquidity risk directly to economic equilibrium preferences.

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More for · 1

Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium

Recorded source metadata

Clemens Sialm. Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium. 2002. https://doi.org/10.2139/ssrn.306744

Paper 9 examines asset pricing within a dynamic general equilibrium model, showing how market-clearing price adjustments affect bond and equity valuations under stochastic taxation.

Source citation format

The paper trail · every fact has a biography

first checked01 Aug 2026

judged → SUPPORTED · 7501 Aug 2026

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