The consumption based asset pricing model
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference7 articles.
1. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979
2. Optimum consumption and investment rules in a continuous time model;Merton;Journal of Economic Theory,1971
3. An intertemporal capital asset pricing model;Merton;Econometrica,1973
4. A critique of the asset pricing theory's tests;Roll;Journal of Financial Economics,1977
5. The stationary distribution of returns and portfolio separation in capital markets: A fundamental contradiction;Rosenberg;Journal of Financial Quantitative Analysis,1976
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