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~isPartOf:"CESifo Working Paper"
~isPartOf:"Cahiers de recherche"
~language:"und"
~person:"Li, Jingyuan"
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Consumption-based CAPM
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Equity premium puzzle
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Expectations dependence
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Risk premium
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Ross risk aversion
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Li, Jingyuan
Dionne, Georges
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Okou, Cedric
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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An Extension of the Consumption-based CAPM Model
Dionne, Georges
;
Li, Jingyuan
;
Okou, Cedric
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2012
and equity premium. These theoretical results are linked to the
equity
premium
puzzle
. Using the same dataset as in …
Persistent link: https://www.econbiz.de/10010535500
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