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Group: EntrepreneurialRisks - with tag ccapm [5 articles]

Nye artikler sendt inn av medlemmer i EntrepreneurialRisks -gruppen with tag ccapm
  • Asset Prices in an Exchange Economy
    Econometrica, Vol. 46, No. 6. (1978), pp. 1429-1445.
    by Robert Lucas
    posted to yannick consumption ccapm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-25 14:41:15 as ** along with 3 people shankar toomash tkravitz
  • The Valuation of Uncertain Income Streams and the Pricing of Options
    The Bell Journal of Economics, Vol. 7, No. 2. (1976), pp. 407-425.
    by Mark Rubinstein
    posted to yannick consumption ccapm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 15:28:30 as **
  • Consumption Risk and the Cross-Section of Expected Returns
    (2004)
    by Jonathan A Parker, Christian Julliard
    posted to consumption ccapm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 13:37:22 as **
  • An intertemporal asset pricing model with stochastic consumption and investment opportunities
    Journal of Financial Economics, Vol. 7, No. 3. (September 1979), pp. 265-296.
    by Douglas T Breeden
    posted to yannick finance consumption ccapm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-07-04 09:31:39 as ** along with 1 person toomash
  • Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns
    SSRN eLibrary (2006)
    by Ravi Jagannathan
    posted to yannick systematic risk pricing of model infrequent decisions cost consumption ccapm capital asset by gi0rgi0ne to the group EntrepreneurialRisks on 2007-06-26 14:21:43 as **
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