A theoretical extension of the consumption-based CAPM model
Document Type
Presentation
Source Publication
American Risk and Insurance Association (ARIA) 2011 Annual Meeting
Publication Date
8-10-2011
Additional Information
The same paper is also presented at: 1) 2011 The 38th Seminar of the European Group of Risk and Insurance Economists (EGRIE) 2) 2011 11e Annual Conference, Les journées du CIRPÉE
Language
English
Recommended Citation
Dionne, G., & Li, J. (2011, Aug). A theoretical extension of the consumption-based CAPM model. Paper presented at American Risk and Insurance Association (ARIA) 2011 Annual Meeting, San Diego, CA.