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Date: 2014-11-10 14:13:15Mathematical 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 | 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 isAdd to Reading ListSource URL: www3.nd.eduDownload Document from Source WebsiteFile Size: 461,30 KBShare Document on Facebook |
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