What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

Academic journals

Publication Date
The Review of Financial Studies
Publication Authors
Anisha Ghosh
Christian Julliard
Alex P Taylor

Anisha Ghosh, Christian Julliard, Alex P. Taylor (2017). What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models. The Review of Financial Studies, Volume 30, Issue 2, Pages 442–504.

DOI: 10.1093/rfs/hhw075