What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Anisha Ghosh, Christian Julliard, Alex P. Taylor
| Year of publication: |
February 2017
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|---|---|
| Authors: | Ghosh, Anisha ; Julliard, Christian ; Taylor, Alex P. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 30.2017, 2, p. 442-504
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| Subject: | CAPM | Konsum | Consumption | Entropie | Entropy | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States | 1950-2010 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhw075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011746108