Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Year of publication: |
2013
|
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Authors: | Xiao, Yuchao ; Faff, Robert W. ; Gharghori, Philip ; Min, Byoung-kyu |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 11, p. 4465-4475
|
Subject: | Consumption based asset pricing model | Epstein and Zin’s recursive utility function | Economic tracking portfolio | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function |
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