Can consumption-based asset pricing models explain the cross-section of investment funds returns?
Year of publication: |
2011
|
---|---|
Authors: | Auer, Benjamin |
Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 21.2011, 17, p. 1273-1279
|
Publisher: |
Taylor & Francis Journals |
Subject: | CCAPM | habit formation | stochastic discount factor | GMM | volatility bounds | investment funds returns |
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