2007•SSRN Electronic JournalOpen access
Consumption Based Asset Pricing Models: Theory
Hanno N. Lustig, Fatih Guvenen
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Hanno N. Lustig, Fatih Guvenen
Abstract
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Key concepts: Arbitrage pricing theory, Capital asset pricing model, Consumption-based capital asset pricing model, Stochastic game, Economics, Asset (computer security), Investment theory, Rational pricing