Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework
Year of publication: |
1989
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Authors: | Epstein, Larry G. |
Other Persons: | Zin, Stanley E. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 57.1989, 4, p. 937-969
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Subject: | Consumption Based Asset Pricing Model | CAPM | Kapitaleinkommen | Capital income | Faktorsubstitution | Factor substitution | Konsumtheorie | Consumption theory | Theorie | Theory | CCAPM |
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