Consumption risk and the cross section of expected returns
Jonathan A. Parker; Christian Julliard
| Year of publication: |
2005
|
|---|---|
| Authors: | Parker, Jonathan A. ; Julliard, Christian |
| Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 113.2005, 1, p. 185-222
|
| Subject: | CAPM | Konsum | Consumption | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002632172