Empirical asset pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller

DOI10.1111/SJOE.12070zbMATH Open1397.91547OpenAlexW2524222291MaRDI QIDQ4683602FDOQ4683602

John Y. Campbell

Publication date: 21 September 2018

Published in: Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:25142544

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zbMATH Keywords

stochastic discount factorbehavioral financemarket efficiencyfinancial innovation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cited In (1)

• Perpetual learning and apparent long memory

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