Asset pricing with long-run durable expenditure risk
Year of publication: |
2020
|
---|---|
Authors: | Li, Huan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-5
|
Subject: | CCPAM | Cross-sectional return | Equity premium puzzle | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Equity-Premium-Puzzle | Privater Konsum | Private consumption |
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