Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Yuchao Xiao; Robert Faff; Philip Gharghori; Byoung-Kyu Min
| Year of publication: |
2013
|
|---|---|
| Authors: | Xiao, Yuchao ; Faff, Robert W. ; Gharghori, Philip ; Min, Byoung-kyu |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 11, p. 4465-4475
|
| Subject: | Consumption based asset pricing model | Epstein and Zin’s recursive utility function | Economic tracking portfolio | CAPM | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection | Nutzen | Utility | Konsumtheorie | Consumption theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010246994