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

Publication Date
Publication Outlet
The Review of Financial Studies
Publication Authors

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

DOI: 10.1093/rfs/hhw075