Consumption-based asset pricing with higher cumulants
Year of publication: |
2013
|
---|---|
Authors: | Martin, Ian W. R. |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 80.2013, 2, p. 745-773
|
Subject: | CAPM | Privater Konsum | Private consumption | Theorie | Theory | Risikoprämie | Risk premium |
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