Asset Pricing with Stochastic Differential Utility
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/5/3/411/5247841/050411.pdf
Reference51 articles.
1. Time preference and capital asset pricing models
2. A Capital Asset Pricing Model with Time-Varying Covariances
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4. Empirical Test of the Consumption-Oriented CAPM
5. Consumption and asset returns under non-expected utility
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