Open AccessFrom Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
Author(s) -
Mathias S. Kruttli
Publication year - 2016
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.027
Subject(s) - equity premium puzzle , capital asset pricing model , economics , econometrics , prior probability , predictability , risk premium , financial economics , consumption based capital asset pricing model , stock market , stock (firearms) , equity (law) , bayesian probability , computer science , mechanical engineering , paleontology , physics , horse , quantum mechanics , artificial intelligence , law , political science , engineering , biology
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