Consumption volatility risk
Year of publication: |
2013
|
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Authors: | Boguth, Oliver ; Kuehn, Lars-Alexander |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 68.2013, 6, p. 2589-2615
|
Subject: | asset pricing | consumption volatility | cross section of returns | cash flow risk | recursive preferences | Theorie | Theory | Volatilität | Volatility | CAPM | Kapitaleinkommen | Capital income | Privater Konsum | Private consumption | Cash Flow | Cash flow |
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