Cross-sectional consumption-based asset pricing : a reappraisal
Year of publication: |
July 2015
|
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Authors: | Engsted, Tom ; Møller, Stig Vinther |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 132.2015, p. 101-104
|
Subject: | Consumption-based model | Beginning-of-period timing convention | Size and value premiums | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Privater Konsum | Private consumption |
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