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  • Search: subject:"Consumption Capital Asset Pricing Model"
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Year of publication
Subject
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CAPM 6 Consumption Capital Asset Pricing Model 5 Estimation 5 Schätzung 5 Consumption capital asset pricing model 4 Consumption risk 4 Consumption smoothing 4 Equity premium 4 Expected returns 4 Risikoprämie 4 Risk premium 4 Capital income 3 Conditioning variable 3 Kapitaleinkommen 3 Risiko 3 Risk 3 Theorie 3 Theory 3 Consumption 2 Consumption theory 2 Konsum 2 Konsumtheorie 2 Private consumption 2 Privater Konsum 2 consumption capital asset pricing model 2 Agent-Based Computational Modeling 1 Aktienmarkt 1 Arbitrage Pricing theory (APT) 1 Asset pricing 1 Bank 1 Bank credit 1 Bank lending 1 Beta 1 Beta risk 1 Betafaktor 1 Bounded Rationality 1 Bruttoinlandsprodukt 1 Börsenkurs 1 CCAPM 1 Capital Asset Pricing model (CAPM) 1
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Online availability
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Undetermined 4
Type of publication
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Article 7 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6
Language
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English 6 Undetermined 6
Author
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Parker, Jonathan A. 4 Kwon, Ji Ho 3 Julliard, Christian 2 Bergeron, Claude 1 Chen, Shu-Heng 1 Costa, Carlor E. da 1 Elbannan, Mona A. 1 Gueyie, Jean-Pierre 1 Huang, Ya-Chi 1 Kang, Jangkoo 1 Kim, Tong Suk 1 Lai, Ke-Hung 1 Lee, Byeung-Joo 1 Lee, Changjun 1 Matos, Paulo 1 Min, Byoung-Kyu 1 Sedzro, Komlan 1
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Institution
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Woodrow Wilson School of Public and International Affairs, Princeton University 4 Society for Computational Economics - SCE 1
Published in...
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Working Papers / Woodrow Wilson School of Public and International Affairs, Princeton University 4 American journal of finance and accounting 1 Computing in Economics and Finance 2005 1 Finance research letters 1 International journal of economics and finance 1 International journal of financial markets and derivatives 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Journal of Banking & Finance 1
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Source
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ECONIS (ZBW) 6 RePEc 6
Showing 11 - 12 of 12
Cover Image
Consumption Risk And Expected Stock Returns
Parker, Jonathan A. - Woodrow Wilson School of Public and International … - 2003
Following the textbook CCAPM, the consumption risk of an asset is typically measured as the contemporaneous covariance of the marginal utility of consumption and the return on that asset. When measured this way, consumption risk is too small to explain the observed equity premium, is negatively...
Persistent link: https://www.econbiz.de/10011150128
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Cover Image
Consumption Risk And Expected Stock Returns
Parker, Jonathan A. - Woodrow Wilson School of Public and International … - 2003
Following the textbook CCAPM, the consumption risk of an asset is typically measured as the contemporaneous covariance of the marginal utility of consumption and the return on that asset. When measured this way, consumption risk is too small to explain the observed equity premium, is negatively...
Persistent link: https://www.econbiz.de/10005558546
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