An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation
Year of publication: |
2012
|
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Authors: | Dai, Qiang |
Other Persons: | Grishchenko, Olesya V. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (41 p) |
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Series: | FEDS Working Paper ; No. 2011-47 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1957773 [DOI] |
Classification: | E21 - Consumption; Saving ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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