Idiosyncratic consumption risk and the cross section of asset returns
Year of publication: |
2004
|
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Authors: | Jacobs, Kris ; Wang, Kevin Q. |
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. 59.2004, 5, p. 2211-2252
|
Subject: | Kapitaleinkommen | Capital income | Konsum | Consumption | Risiko | Risk | CAPM | USA | United States | 1984-1995 |
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