scholarly journals Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data

2007 ◽  
Author(s):  
Dirk Krueger ◽  
Hanno Lustig ◽  
Fabrizio Perri
Keyword(s):  
Asset Pricing ◽  
Household Consumption ◽  
Limited Commitment ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Consumption Data

Asset pricing models with and without consumption data: An empirical evaluation

1996 ◽  
Vol 3 (3) ◽  
pp. 267-301 ◽  
Author(s):  
Gikas A. Hardouvelis ◽  
Dongcheol Kim ◽  
Thierry A. Wizman
Keyword(s):  
Asset Pricing ◽  
Empirical Evaluation ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Consumption Data

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Asset Pricing Models? - A Different Approach!

2013 ◽  
Author(s):  
Vladislav Vacek ◽  
Robert Gottfried Kuklik
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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