ExLibris header image
SFX Logo
Title: Consumption-Based Asset Pricing, Part 1: Classic Theory and Tests, Measurement Issues, and Limited Participation
Source:

Annual Review of Financial Economics [1941-1367] Breeden, Douglas yr:2015


Collapse list of basic services Basic
Sorry, no full text available...
Please use the document delivery service (see below)  
Holding information
Holdings in library search engine ALBERT GO
Document delivery
Request document via Library/Bibliothek GO
Users interested in this article also expressed an interest in the following:
1. Breeden, Mario T. "Empirical tests of the consumption based CAPM." The Journal of finance 44.2 (1989): 231-262. Link to Full Text for this item Link to SFX for this item
2. Johansson-Stenman, O. "Discounting and relative consumption." Journal of environmental economics and management 71.3 (2015): 19-33. Link to SFX for this item
3. Breeden, Douglas T. "Consumption-Based Asset Pricing, Part 2: Habit Formation, Conditional Risks, Long-Run Risks, and Rare Disasters." Annual review of financial economics 7.1 (2015): 85-131. Link to SFX for this item
4. Fama, Eugene F. "Risk, Return, and Equilibrium: Empirical Tests." The journal of political economy 81.3 (1973): 607-636. Link to Full Text for this item Link to SFX for this item
5. Alpizar, F. "How Much Do We Care About Absolute versus Relative Income and Consumption?" Journal of economic behavior & organization 56.3 (2005): 405-21. Link to SFX for this item
6. Breeden, D. "An Intertemporal Asset Pricing Model with Stochastic Investment and Consumption Opportunities." Journal of financial economics 7.3 (1979): 265-296. Link to Full Text for this item Link to SFX for this item
7. Dutt, P. "Crisis and Consumption Smoothing." Marketing science 30.3 (2011): 491-512. Link to Full Text for this item Link to SFX for this item
8. Roumboutsos, A. "Sustainability, Social Discount Rates and the Selection of Project Procurement Method." International Advances in Economic Research 16.2 (2010): 165-174. Link to SFX for this item
9. Lind, Robert C. "Uncertainty and the Evaluation of Public Investment Decisions." The American economic review 60.3 (1970): 364-378. Link to Full Text for this item Link to SFX for this item
10. Duffie, D. "The consumption-based capital asset pricing model." Econometrica 57.6 (1989): 1279-1297. Link to Full Text for this item Link to SFX for this item
11. Andersson, Fredrik W W. "Is concern for relative consumption a function of relative consumption?" The Journal of socio-economics 37.1 (2008): 353-364. Link to SFX for this item
12. Athanasoulis, Oren G. "Habit Formation and the Equity-Premium Puzzle: A Skeptical View." Annals of finance 3.2 (2007): 193-212. Link to SFX for this item
13. LO, ANDREW W. "Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model." The Journal of finance 61.6 (2006): 2805-2840. Link to Full Text for this item Link to SFX for this item
14. Fama, Eugene F. "The Capital Asset Pricing Model: Theory and Evidence." The journal of economic perspectives 18.3 (2004): 25-46. Link to Full Text for this item Link to SFX for this item
15. Barber, Brad M. M. "Detecting abnormal operating performance: The empirical power and specification of test statistics." Journal of financial economics 41.3 (1996): 359-399. Link to Full Text for this item Link to SFX for this item
16. Fama, Eugene F. "The Cross-Section of Expected Stock Returns." The Journal of finance 47.2 (1992): 427-465. Link to Full Text for this item Link to SFX for this item
17. Kothari, S P. "Another Look at the Cross-Section of Expected Stock Returns." The Journal of finance 50.1 (1995): 185-224. Link to Full Text for this item Link to SFX for this item
18. Sharpe, W.F. F. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." The Journal of finance 19.3 (1964): 425-442. Link to Full Text for this item Link to SFX for this item
19. Fama, E. F. F. "The cross‐section of expected stock returns." The Journal of finance 47.2 (1992): 427-465. Link to Full Text for this item Link to SFX for this item
20. Gibbons, Michael R. "A TEST OF THE EFFICIENCY OF A GIVEN PORTFOLIO." Econometrica 57.5: 1121-1152. Link to SFX for this item
View More...
View Less...
Select All Clear All

Expand list of advanced services Advanced