Decomposition of durable consumption and equity returns

Yu Ren and Qin Wang

Year of publication:	2021
Authors:	Ren, Yu ; Wang, Qin
Subject:	beta decomposition \| consumption beta \| cross-sectional returns \| Durable consumption \| CAPM \| Kapitaleinkommen \| Capital income \| Betafaktor \| Beta risk \| Dauerhafte Konsumgüter \| Durable goods \| Privater Konsum \| Private consumption \| Dekompositionsverfahren \| Decomposition method \| Konsumtheorie \| Consumption theory \| Konsumgüter \| Consumer goods \| Schätzung \| Estimation \| Portfolio-Management \| Portfolio selection

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