The Consumption-Based Capital Asset Pricing Model
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Publication:4734991
DOI10.2307/1913708zbMath0684.90007OpenAlexW1494290578MaRDI QIDQ4734991
William R. Zame, J. Darrell Duffie
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913708
Microeconomic theory (price theory and economic markets) (91B24) Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial science and mathematical finance (91G99)
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