Is consumption risk priced in the stock market?
Andrei Semenov
| Year of publication: |
2014
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|---|---|
| Authors: | Semenov, Andrei |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 26.2014, p. 112-130
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| Subject: | Factor beta | Incomplete consumption insurance | Multifactor asset pricing model | Risk premium | Risikoprämie | CAPM | Theorie | Theory | Risiko | Risk | Privater Konsum | Private consumption | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010472000