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Consumption-Based Asset Pricing with Higher Cumulants - MaRDI portal

Consumption-Based Asset Pricing with Higher Cumulants (Q4922021)

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scientific article; zbMATH DE number 6167407
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English
Consumption-Based Asset Pricing with Higher Cumulants
scientific article; zbMATH DE number 6167407

    Statements

    Consumption-Based Asset Pricing with Higher Cumulants (English)
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    28 May 2013
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    consumption-based asset pricing
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    rare disasters
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    cumulants
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    Identifiers