Ultimate consumption risk and investment-based stock returns
Year of publication: |
November 2017
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Authors: | Kang, Hankil ; Kang, Jangkoo ; Lee, Changjun |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 42.2017, p. 473-486
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Subject: | Ultimate consumption risk | Long-run risk | Investment-based portfolio | Expected return | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Konsum | Consumption | Privater Konsum | Private consumption | Investitionsrisiko | Investment risk | Kapitalanlage | Financial investment |
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