The consumption based asset pricing model : A note on potential tests and applications
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Cited by:
- Dunn, Kenneth B. & Singleton, Kenneth J., 1986.
"Modeling the term structure of interest rates under non-separable utility and durability of goods,"
Journal of Financial Economics, Elsevier, vol. 17(1), pages 27-55, September.
- Kenneth B. Dunn & Kenneth J. Singleton, 1984. "Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods," NBER Working Papers 1415, National Bureau of Economic Research, Inc.
- Lioui, Abraham & Poncet, Patrice, 2003.
"International asset allocation: A new perspective,"
Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2203-2230, November.
- Abraham Lioui & Patrice Poncet, 2001. "International Asset Allocation: A New Perspective," Working Papers 2001-04, Bar-Ilan University, Department of Economics.
- Ross McCown, James, 2001. "Yield curves and international equity returns," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 767-788, April.
- Pedro Antonio Martín-Cervantes & María del Carmen Valls Martínez, 2023. "Unraveling the relationship between betas and ESG scores through the Random Forests methodology," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-29, September.
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