Consumption-based capital asset pricing model

Results: 11



#Item
1Cash Flow, Consumption Risk and Cross Section of Stock Returns Zhi Da∗ First draft: Sep 10, 2004 This version: Jan 8, 2006

Cash Flow, Consumption Risk and Cross Section of Stock Returns Zhi Da∗ First draft: Sep 10, 2004 This version: Jan 8, 2006

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Source URL: www3.nd.edu

Language: English - Date: 2006-01-26 23:43:26
2The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015

The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:01:36
3Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is

Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is

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Source URL: www3.nd.edu

Language: English - Date: 2014-11-10 14:13:15
4Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

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Source URL: www3.nd.edu

Language: English - Date: 2009-12-10 15:18:12
5Margin-Based Asset Pricing and the Law of One Price

Margin-Based Asset Pricing and the Law of One Price

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Source URL: docs.lhpedersen.com

Language: English - Date: 2010-05-18 09:35:52
6Conference on The Real CCAPM and Strategic Finance Thursday, September 13, 2012 At 4:30 p.m. CIRANO

Conference on The Real CCAPM and Strategic Finance Thursday, September 13, 2012 At 4:30 p.m. CIRANO

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Source URL: www.cirano.qc.ca

Language: English - Date: 2012-08-23 10:53:09
7MONEY AND THE (C)CAPM: THEORY AND EVALUATION MARCH[removed]Ronald J. Balvers

MONEY AND THE (C)CAPM: THEORY AND EVALUATION MARCH[removed]Ronald J. Balvers

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Source URL: www.be.wvu.edu

Language: English - Date: 2005-01-12 10:07:53
8Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic

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Source URL: federalreserve.gov

Language: English - Date: 2012-03-12 14:52:24
9Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-03-12 14:52:24
10Asset Pricing in Consumption Models: A Survey of the Literature Benoît Carmichael Introduction This paper attempts to provide a survey of asset-pricing models based

Asset Pricing in Consumption Models: A Survey of the Literature Benoît Carmichael Introduction This paper attempts to provide a survey of asset-pricing models based

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:21:57