Modelling consumption asset pricing models : empirical evidence from the UK
This thesis adopts a range of different methodologies in an attempt to evaluate the performance of consumption-based asset pricing models. In particular, it sets out to investigate the relationship between asset prices, consumption and investment decisions. Different utility functions are used in an...
| Main Author: | |
|---|---|
| Published: |
University of Manchester
2005
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.633243 |