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Consumption-based capital asset pricing model
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1	Cash Flow, Consumption Risk and Cross Section of Stock Returns Zhi Da∗ First draft: Sep 10, 2004 This version: Jan 8, 2006 Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2006-01-26 23:43:26 Economy Business economics Finance Mathematical finance Fundamental analysis Financial economics Corporate finance Cash flow Valuation Bond duration Stochastic discount factor Consumption-based capital asset pricing model
2	The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:01:36 Economy Money Finance Mathematical finance Equity premium puzzle Beta Risk-free interest rate Risk premium Rare disasters Interest rate Consumption-based capital asset pricing model Quantitative analyst
3	Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-11-10 14:13:15 Mathematical finance Financial economics Capital asset pricing model Equity premium puzzle Consumption-based capital asset pricing model Elasticity of intertemporal substitution Finance Economics Economic growth Hyperbolic absolute risk aversion
4	Cash Flow, Consumption Risk, and the Cross-section of Stock Returns Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2009-12-10 15:18:12 Mathematical finance Fundamental analysis Behavioral finance Financial economics Financial markets Risk premium Beta Consumption-based capital asset pricing model Cost of capital Equity premium puzzle Cash flow Financial risk
5	Margin-Based Asset Pricing and the Law of One Price Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2010-05-18 09:35:52 Financial markets Economics Capital asset pricing model Futures contract Quantitative analyst Consumption-based capital asset pricing model Arbitrage Risk Financial economics Mathematical finance Finance
6	Conference on The Real CCAPM and Strategic Finance Thursday, September 13, 2012 At 4:30 p.m. CIRANO Add to Reading List Source URL: www.cirano.qc.ca Language: English - Date: 2012-08-23 10:53:09 Ethics Mathematical sciences Inflation Polytechnic Institute of New York University Finance Consumption-based capital asset pricing model Exogeny Risk Computational finance Mathematical finance Actuarial science Management
7	MONEY AND THE (C)CAPM: THEORY AND EVALUATION MARCH[removed]Ronald J. Balvers Add to Reading List Source URL: www.be.wvu.edu Language: English - Date: 2005-01-12 10:07:53 Finance Capital asset pricing model Demand for money Inflation Beta Fama–French three-factor model Bellman equation Consumption-based capital asset pricing model Money supply Financial economics Mathematical finance Economics
8	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2012-03-12 14:52:24 Macroeconomics Mathematical finance Statistical randomness Economic model Stochastic Equity premium puzzle Capital asset pricing model Random walk model of consumption Financial economics Economics Finance
9	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2012-03-12 14:52:24 Macroeconomics Mathematical finance Statistical randomness Economic model Stochastic Equity premium puzzle Capital asset pricing model Random walk model of consumption Financial economics Economics Finance
10	Asset Pricing in Consumption Models: A Survey of the Literature Benoît Carmichael Introduction This paper attempts to provide a survey of asset-pricing models based Add to Reading List Source URL: publications.gc.ca Language: English - Date: 2001-03-15 11:21:57 Finance Mathematical finance Decision theory Behavioral finance Financial markets Elasticity of intertemporal substitution Capital asset pricing model Equity premium puzzle Risk aversion Financial economics Economics Utility

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