Intertemporal substitution and equity premium
Year of publication: |
March 2016
|
---|---|
Authors: | Wei Yang |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 20.2016, 1, p. 403-445
|
Subject: | CAPM | Intertemporale Allokation | Intertemporal allocation | Substitutionselastizität | Elasticity of substitution |
-
Essays on consumption and expected returns
Yogo, Motohiro, (2004)
-
Comparing consumption-based asset-pricing models
Gordon, Stephen F., (2002)
-
Lee, Chul-in, (2008)
- More ...
-
Asset pricing with long-run risk in leisure and consumption
Wei Yang, (2010)
-
Long-run risk in durable consumption
Wei Yang, (2011)
-
Preferences, social capital, and compulsory volunteering
Yang, Wei, (2013)
- More ...