Consumption risk and the cross-section of expected returns
by Jonathan A. Parker; Christian Julliard
| Year of publication: |
2004
|
|---|---|
| Authors: | Parker, Jonathan A. ; Julliard, Christian |
| Publisher: |
Princeton, NJ |
| Subject: | CAPM | Konsum | Consumption | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Schätzung | Estimation | USA | United States |
| Extent: | 36, [10] S graph. Darst |
|---|---|
| Series: | Discussion papers in economics. - Princeton, NJ, ZDB-ID 2215471-1. - Vol. 229 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.wws.princeton.edu/ẽcondp/pdf/dp229.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002239896