On user costs of risky monetary assets

DOI10.1007/s10436-004-0003-6zbMath1233.91114MaRDI QIDQ665532

Shu Wu, William A. Barnett

Publication date: 5 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-004-0003-6

zbMATH Keywords

risk; CAPM; monetary aggregation; pricing kernel; user costs

Mathematics Subject Classification ID

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Cites Work

• Economic monetary aggregates. An application of index number and aggregation theory
• CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS
• COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN
• THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE