Consumption asset pricing with stable shocks-exploring a solution and its implications for mean equity returns
Year of publication: |
2003
|
---|---|
Authors: | Bidarkota, Prasad V. ; McCulloch, J. Huston |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 3, p. 399-421
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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