Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information

Sanford Grossman and Robert Shiller

Journal of Financial Economics, 1982, vol. 10, issue 2, 195-210

Date: 1982
References: Add references at CitEc
Citations: View citations in EconPapers (75)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-405X(82)90013-7
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information (1981)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:10:y:1982:i:2:p:195-210

Access Statistics for this article

Journal of Financial Economics is currently edited by G. William Schwert

More articles in Journal of Financial Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().