C-CAPM Refinements and the Cross-Section of Returns

Paul Söderlind

Financial Markets and Portfolio Management, 2006, vol. 20, issue 1, 49-73

Keywords: Consumption-based asset pricing; Habit persistence; Idiosyncratic risk; Conditional asset pricing; G12; E130; E320 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11408-006-0005-7

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