Review of Economic Studies Vol. 80 No. 2 2013
Consumption-Based Asset Pricing with Higher Cumulants
open access
Abstract
Martin Weitzman and, in particular, John Campbell for their comments. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research. NBER working papers are circulated for discussion and comment purposes. They have not been peer-reviewed or been subject to the review by the NBER Board of Directors that accompanies official NBER publications.
- DOI
- 10.1093/restud/rds029
- Volume
- 80
- Issue
- 2
- Pages
- 745-773
- Language
- en
- Sources
- bibtex:phds-export.bib openalex crossref