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  • Search: subject:"consumption-based asset pricing"
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Year of publication
Subject
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CAPM 45 Risikoprämie 32 Risk premium 32 Theorie 26 Kapitaleinkommen 24 Theory 24 Capital income 23 Private consumption 17 Privater Konsum 17 Consumption-based asset pricing 15 consumption-based asset pricing 14 Risk aversion 13 Consumption-based Asset Pricing 12 Risikoaversion 11 Börsenkurs 10 Consumption-based asset pricing model 10 Equity premium puzzle 10 Konsumtheorie 10 Consumption theory 9 Schätzung 9 Equity-Premium-Puzzle 8 Portfolio selection 8 Portfolio-Management 8 Share price 8 Consumption-Based Asset Pricing 7 Estimation 7 Cross-Section of Stock Returns 6 Reference Level 6 Risiko 6 Risk 6 Zinsstruktur 6 Consumption based asset pricing model 5 Filtering 5 Financial economics 5 Garbage 5 Incomplete markets 5 Kapitalmarkttheorie 5 USA 5 Yield curve 5 consumption-based asset pricing model 5
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Online availability
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Undetermined 36 Free 34
Type of publication
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Article 47 Book / Working Paper 37
Type of publication (narrower categories)
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Article in journal 32 Aufsatz in Zeitschrift 32 Working Paper 16 Graue Literatur 11 Non-commercial literature 11 Arbeitspapier 9 Conference paper 2 Konferenzbeitrag 2 Hochschulschrift 1 Konferenzschrift 1
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Language
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English 59 Undetermined 24 French 1
Author
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Schrimpf, Andreas 9 Grammig, Joachim G. 6 Dong, Jinyue 4 Jacobs, Kris 4 Kroencke, Tim-Alexander 4 Robe, Michel A. 4 García-Verdú, Santiago 3 Grammig, Joachim 3 Grishchenko, Olesya V. 3 Schuppli, Michael 3 Söderlind, Paul 3 Adam, Klaus 2 Bryzgalova, Svetlana 2 Chen, Xiaohong 2 Dai, Qiang 2 Favilukis, Jack 2 Gharghori, Philip 2 Hassan, Shakill 2 Huang, Lin 2 Hunter, John 2 Jordà, Òscar 2 Julliard, Christian 2 Kogan, Leonid 2 Kroencke, Tim A. 2 Kwan, Yum K. 2 Kwan, Yum-keung 2 Liu, Weimin 2 Ludvigson, Sydney C. 2 Luo, Di 2 Marcet, Albert 2 Min, Byoung-Kyu 2 Pallage, Stephane 2 Ramos-Francia, Manuel 2 Schularick, Moritz 2 Taylor, Alan M. 2 Wu, Feng 2 Wu, Jia 2 Xiao, Yuchao 2 Zhang, Rui 2 Zhao, Huainan 2
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Institution
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Zentrum für Europäische Wirtschaftsforschung (ZEW) 3 C.E.P.R. Discussion Papers 2 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Banco de México 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Economic Performance, LSE 1 Department of Economics, Tippie College of Business 1 Economic Research Southern Africa (ERSA) 1 HAL 1 London School of Economics (LSE) 1 School of Economics and Political Science, Universität St. Gallen 1 Society for Computational Economics - SCE 1 University of Bamberg Press 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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ZEW Discussion Papers 6 Journal of banking & finance 4 Applied economics 3 Journal of Banking & Finance 3 Journal of financial economics 3 CEPR Discussion Papers 2 CFR Working Papers 2 Economics letters 2 The European Journal of Finance 2 Working Papers 2 Annals of Economics and Finance 1 Applied financial economics 1 CEP Discussion Papers 1 CESifo working papers 1 CFR Working Paper 1 CFR working paper 1 CIRANO Working Papers 1 Cambridge working papers in economics 1 Computing in Economics and Finance 2005 1 Critical finance review 1 Croatian economic survey 1 Discussion paper / LSE Financial Markets Group 1 Discussion papers / CEPR 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economic Modelling 1 Economic modelling 1 Economics Letters 1 Emerging Markets Finance and Trade 1 Emerging Markets Review 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Emerging markets review 1 Finance : revue de l'Association Française de Finance 1 Financial Markets and Portfolio Management 1 Financial management : FM 1 International Journal of the Economics of Business 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Janeway Institute working paper series 1 Journal of Financial Economics 1 Journal of empirical finance 1
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Source
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ECONIS (ZBW) 44 RePEc 33 EconStor 7
Showing 1 - 10 of 84
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Rare disasters, tail aversion, and asset pricing puzzles
Meyerheim, Gerrit - 2025
This paper integrates tail aversion, implemented via a one-period entropic tilt, with rare disasters in a consumption-based … asset pricing model with CRRA utility to jointly address the equity premium and risk-free rate puzzles. The model delivers …
Persistent link: https://www.econbiz.de/10015547439
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Robust inference for consumption-based asset pricing with power
Kroencke, Tim-Alexander - In: Critical finance review 14 (2025) 1, pp. 129-178
Persistent link: https://www.econbiz.de/10015409949
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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013486082
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The sensitivity of risk premiums to the elasticity of intertemporal substitution
Wu, Zhiting - In: Financial management : FM 53 (2024) 2, pp. 353-390
Persistent link: https://www.econbiz.de/10014543750
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A consumption-based term structure model of bonds and equity
Suzuki, Masataka - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543974
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Cryptocurrency returns and consumption-based asset pricing
Hwang, Injun; Kwon, Ji Ho - In: Applied economics 56 (2024) 55, pp. 7393-7408
Persistent link: https://www.econbiz.de/10015132980
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Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.; Ekponon, Adelphe; Jeanneret, Alexandre - In: Journal of financial economics 147 (2023) 1, pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
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Consumption in asset returns
Bryzgalova, Svetlana; Julliard, Christian - 2020
Persistent link: https://www.econbiz.de/10012214075
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Consumption in asset returns
Bryzgalova, Svetlana; Julliard, Christian - 2020
Persistent link: https://www.econbiz.de/10012205744
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The total risk premium puzzle
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2019
Persistent link: https://www.econbiz.de/10012057438
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