Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information
- 31 July 1982
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 10 (2) , 195-210
- https://doi.org/10.1016/0304-405x(82)90013-7
Abstract
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This publication has 5 references indexed in Scilit:
- The consumption based asset pricing model: A note on potential tests and applicationsJournal of Financial Economics, 1981
- An intertemporal asset pricing model with stochastic consumption and investment opportunitiesJournal of Financial Economics, 1979
- Martingales and arbitrage in multiperiod securities marketsJournal of Economic Theory, 1979
- An Intertemporal Capital Asset Pricing ModelEconometrica, 1973
- Optimum consumption and portfolio rules in a continuous-time modelJournal of Economic Theory, 1971