Santos / Veronesi / Philadelphia / Washington / D.C. / Introduction Consumption / London / /
Company
Economics Discussion Series / Renault / Xing / Capula Investment Management LLP / /
Country
United Kingdom / / /
IndustryTerm
corner solution / /
Organization
US Federal Reserve / Board of Governors / Federal Reserve Board / NYU / /
Person
Marti Subrahmanyam / Dmitry Makarov / Qiang Dai / Chen / Jean Helwege / Van Nieuwerburgh / Sydney Ludvigson / Martin Lettau / Michelle Lowry / Stephen Brown / Olesya V. Grishchenko / Joel Vanden / Van Binsbergen / / /
Position
author / model / stochastic internal habit formation model of Dai / model / and the investment horizon / Chief Risk Officer / Rt / Economist at the Division / /
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