✦ LIBER ✦

Explaining the Poor Performance of Consumption-Based Asset Pricing Models

✍ Scribed by John Y. Campbell and John H. Cochrane

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Explaining the Poor Performance of Consu

✍ John Y. Campbell; John H. Cochrane 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 98 KB

Can consumption-based asset pricing mode

✍ Auer, Benjamin R. 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 166 KB

Estimating the Continuous-Time Consumpti

✍ S. J. Grossman, A. Melino and R. J. Shiller 📂 Article 📅 1987 🏛 American Statistical Association 🌐 English ⚖ 418 KB

The consumption based asset pricing mode

✍ Bradford Cornell 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 309 KB

Risk Sharing in Private Information Mode

✍ Orazio P. Attanasio; Nicola Pavoni 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 330 KB

A Jump/Diffusion Consumption-Based Capit

✍ Knut K. Aase 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 944 KB