Ghosh, Anisha, Julliard, Christian and Taylor, Alex. P (2016) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. The Review of Financial Studies . ISSN 0893-9454 (In Press)
| Item Type: | Article |
|---|---|
| Official URL: | http://rfs.oxfordjournals.org/ |
| Additional Information: | © 2016 The Authors |
| Library of Congress subject classification: | H Social Sciences > HG Finance |
| Sets: | Departments > Finance |
| Funders: | Economic and Social Research Council |
| Projects: | ES/K002309/1 |
| Date Deposited: | 25 Jan 2016 11:51 |
| URL: | http://eprints.lse.ac.uk/65131/ |
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