A single-factor consumption-based asset pricing model
Stefanos Delikouras and Alexandros Kostakis
| Year of publication: |
2019
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|---|---|
| Authors: | Delikouras, Stefanos ; Kostakis, Alexandros |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 2, p. 789-827
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| Subject: | asset pricing | stock returns | consumption | disappointment aversion | indicator | certainty equivalent | risk aversion | Risikoaversion | Risk aversion | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Privater Konsum | Private consumption |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000819 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012138945