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What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha; Julliard, Christian; Taylor, Alex P. - In: The review of financial studies 30 (2017) 2, pp. 442-504
Persistent link: https://www.econbiz.de/10011746108
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Short-run and long-run consumption risks, dividend processes, and asset returns
Li, Jun; Zhang, Harold H. - In: The review of financial studies 30 (2017) 2, pp. 588-630
Persistent link: https://www.econbiz.de/10011746288
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How risky is consumption in the long-run? : benchmark estimates from a robust estimator
Dew-Becker, Ian - In: The review of financial studies 30 (2017) 2, pp. 631-666
Persistent link: https://www.econbiz.de/10011746290
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Where's the kink? : disappointment events in consumption growth and equilibrium asset prices
Delikouras, Stefanos - In: The review of financial studies 30 (2017) 8, pp. 2851-2889
Persistent link: https://www.econbiz.de/10011755637
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External habit in a production economy : a model of asset prices and consumption volatility risk
Chen, Andrew Y. - In: The review of financial studies 30 (2017) 8, pp. 2890-2932
Persistent link: https://www.econbiz.de/10011755640
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The foregone gains of incomplete portfolios
Paiella, Monica - In: The review of financial studies 20 (2007) 5, pp. 1623-1646
Persistent link: https://www.econbiz.de/10003621196