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e28f84e · Sep 13, 2017

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He and Krishnamurthy

This model is based on Intermediary Asset Pricing by Zhiguo He and Arvind Krishnamurthy.

Solvingmodelmain_aeaweb.m is the code to solve for the equilibrium price/dividend ratio and plot the basic model implied functions. It uses the ode function delefully2hw15s.m.