C-CAPM Refinements and the Cross-Section of Returns
| Year of publication: |
2006
|
|---|---|
| Authors: | Söderlind, Paul |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 20.2006, 1, p. 49-73
|
| Publisher: |
Springer |
| Subject: | Consumption-based asset pricing | Habit persistence | Idiosyncratic risk | Conditional asset pricing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005722899