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Asset pricing with heterogeneous consumers

Kōnstantinidēs, Giōrgos - 1992

Persistent link: https://www.econbiz.de/10000850275

Asset pricing with heterogeneous consumers

Kōnstantinidēs, Giōrgos - In: Journal of political economy 104 (1996) 2, pp. 219-240

Persistent link: https://www.econbiz.de/10001198626

Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks: discussion

Duffie, Darrell - In: Handbook of the equity risk premium, (pp. 591-592). 2008

Persistent link: https://www.econbiz.de/10003599091

Asset Pricing Tests with Long Run Risks in Consumption Growth

Ghosh, Anisha; Constantinides, George - Financial Markets Group - 2008

The Bansal and Yaron (2004) model of long run risks (LLR) in aggregate consumption and dividend growth and its extension that captures potential co-integration of the consumption and dividend levels, are tested on a cross-section of asset classes and rejected using annual data over the period...

Persistent link: https://www.econbiz.de/10005102405