Displacement risk and asset returns
Year of publication: |
2012
|
---|---|
Authors: | Gârleanu, Nicolae ; Kogan, Leonid ; Panageas, Stavros |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 105.2012, 3, p. 491-510
|
Publisher: |
Elsevier |
Subject: | Consumption-based asset pricing | Displacement risk | Value premium | Equity premium | Incomplete markets |
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