Consumption-based asset pricing, part 2: habit formation, conditional risks, long-run risks, and rare disasters
Douglas T. Breeden, Robert H. Litzenberger, and Tingyan Jia
| Year of publication: |
2015
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|---|---|
| Authors: | Breeden, Douglas T. ; Litzenberger, Robert H. ; Jia, Tingyan |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 7.2015, p. 85-131
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| Subject: | CAPM | Konsumtheorie | Consumption theory | Habit-Persistence-Hypothese | Habit-persistence hypothesis | Risiko | Risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-091115-014822 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568207