Keywords
Consumption-based capital asset pricing modelCapital asset pricing modelEconomicsConsumption (sociology)Asset (computer security)PortfolioInvestment (military)MicroeconomicsAggregate (composite)EconometricsFinancial economics
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Publication Info
- Year
- 1979
- Type
- article
- Volume
- 7
- Issue
- 3
- Pages
- 265-296
- Citations
- 2735
- Access
- Closed
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Cite This
Douglas T. Breeden
(1979).
An intertemporal asset pricing model with stochastic consumption and investment opportunities.
Journal of Financial Economics
, 7
(3)
, 265-296.
https://doi.org/10.1016/0304-405x(79)90016-3
Identifiers
- DOI
- 10.1016/0304-405x(79)90016-3