Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - Center for Financial Studies - 2006
No. 2006/22
Evaluating Asset Pricing Models with
Limited Commitment using
Household Consumption Data …/22
Evaluating Asset Pricing Models with
Limited Commitment using
Household Consumption Data
Dirk Krueger
1
, Hanno Lustig
2 …
Keywords: Limited Commitment, Equity Premium, Stochastic Discount Factor, Household
Consumption Data
1 Introduction …