Consumption-Based Asset Pricing, Part 2: Habit Formation, Conditional Risks, Long-Run Risks, and Rare Disasters
Autor: | Breeden, Douglas T., Litzenberger, Robert H., Jia, Tingyan |
---|---|
Zdroj: | Annual Review of Financial Economics, 2015 Jan 01. 7, 85-131. |
Databáze: | JSTOR Journals |
Externí odkaz: |