Consumption Correlatedness and Risk Measurement in Economies with Non-Traded Assets and Heterogeneous Information

Subjects

Subjects :

Correlation (Statistics) -- ANALYSIS
Capital assets pricing model -- EVALUATION
Banking, finance and accounting industries
Business
Economics

Details

ISSN :

0304405X

Volume :

10

Database :

Gale General OneFile

Journal :

Journal of Financial Economics

Publication Type :

Academic Journal

Accession number :

edsgcl.2370168