International Asset Pricing with Recursive Preferences
Author(s) -
Ric Colacito,
Mariano Massimiliano Croce
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2021328
Subject(s) - capital asset pricing model , financial economics , business , consumption based capital asset pricing model , investment theory , economics , actuarial science , econometrics , computer science
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom