An empirical investigation of the Campbell-Cochrane habit utility model
Year of publication: |
2009
|
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Authors: | Lawrence, Edward R. ; Geppert, John ; Prakash, Arun J. |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 36.2009, 5/6, p. 774-791
|
Subject: | CAPM | Aktienmarkt | Stock market | Nutzenfunktion | Utility function | Diskontierung | Discounting | Einkommenshypothese | Income hypothesis | USA | United States |
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