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What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models

Anisha Ghosh

Publication Data

Title What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Author Anisha Ghosh
Contributors Christian Julliard, Alex Taylor, Alex Taylor
Publisher London School of Economics and Political Science
Publication date 2011
Publication location London
Language English

Topics

Capital assets pricing model :: Mathematical models

Catalogue Data

OBNB ID GBB1E3842
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.63222

ISBD

P1053 49 p.
P1042 Bibliography: p. 41-43.

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What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models by Anisha Ghosh. Published by London School of Economics and Political Science in 2011. Publication and catalogue information, links to buy online and reader comments.