Cross-sectional consumption-based asset pricing : the importance of consumption timing and the inclusion of severe crises
Year of publication: |
2011
|
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Authors: | Engsted, Tom ; Møller, Stig Vinther |
Publisher: |
Aarhus : School of Economics and Management |
Subject: | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Momentenmethode | Method of moments |
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