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.
The Review of Financial Studies, Volume 30, Issue 2, Pages 442–504.
Journal of Finance, 71(6), 2933-2966.
Review of Financial Studies, 28 (12): 3303-3337.
Review of Financial Studies, 27 (6). pp. 1797-1829.