Consumption Risk and the Cross-Section of Expected Returns
Year of publication: |
2005
|
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Authors: | Julliard, Christian ; Parker, Jonathan A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Konsum | Consumption | Theorie | Theory |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2004 erstellt |
Other identifiers: | 10.2139/ssrn.639044 [DOI] |
Classification: | G12 - Asset Pricing ; G11 - Portfolio Choice ; E21 - Consumption; Saving |
Source: | ECONIS - Online Catalogue of the ZBW |
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