Non-substitutable consumption growth risk
Year of publication: |
2023
|
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Authors: | Dittmar, Robert F. ; Schlag, Christian ; Thimme, Julian |
Publisher: |
Frankfurt a. M. : Leibniz Institute for Financial Research SAFE |
Subject: | Asset pricing | consumption | cross-section of stock returns |
Series: | SAFE Working Paper ; 408 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3289249 [DOI] 1877119253 [GVK] hdl:10419/280967 [Handle] RePEc:zbw:safewp:280967 [RePEc] |
Classification: | G12 - Asset Pricing ; E44 - Financial Markets and the Macroeconomy ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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Non-substitutable consumption growth risk
Dittmar, Robert F., (2023)
-
Predictability and the cross-section of expected returns: A challenge for asset pricing models
Schlag, Christian, (2020)
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Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian, (2020)
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Non-substitutable consumption growth risk
Dittmar, Robert F., (2020)
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Non-substitutable consumption growth risk
Dittmar, Robert F., (2023)
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Huang, Darien, (2018)
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