Consumption-Based Asset Pricing, Part 2 : Habit Formation, Conditional Risks, Long-Run Risks, and Rare Disasters
Year of publication: |
2015
|
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Authors: | Breeden, Douglas T. |
Other Persons: | Litzenberger, Robert H. (contributor) ; Jia, Tingyan (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Risiko | Risk | CAPM | Risikoprämie | Risk premium | Konsumtheorie | Consumption theory | Habit-Persistence-Hypothese | Habit-persistence hypothesis |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Annual Review of Financial Economics, Vol. 7, pp. 85-131, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2015 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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Breeden, Douglas T., (2015)
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