Consumer signals
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/jam.2016.17.pdf
Reference22 articles.
1. Bansal, R. and Yaron, A. (2004) Risks for the long run: A potential resolution of asset pricing puzzles. Journal of Finance 59 (4): 1481–1509.
2. Breeden, D.T. (1979) An intertemporal asset pricing model with stochastic consumption and investment opportunities. Journal of Financial Economics 7 (September): 265–296.
3. Breeden, D.T. (1984) Futures markets and commodity options: Hedging and optimality in incomplete markets. Journal of Economic Theory 32 (2): 275–300.
4. Breeden, D.T. (1986) Consumption, production, inflation, and interest rates: Asynthesis. Journal of Financial Economics 16 (May): 3–39.
5. Breeden, D.T. (2004) Optimal dynamic trading strategies. Economic Notes 33 (1): 55–81.
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