Household production and asset prices
Year of publication: |
February 2016
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Authors: | Da, Zhi ; Yang, Wei ; Yun, Hayong |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 2, p. 387-409
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Subject: | asset pricing | household production | electricity usage | consumption-based models | cross section of stock returns | industry portfolios | CAPM | Theorie | Theory | Haushaltsproduktion | Household production | Börsenkurs | Share price | Privater Konsum | Private consumption | Privater Haushalt | Household | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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