Abstract

http://ssrn.com/abstract=1955366
 
 

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A Survey of Production-Based CAPM


Wenqian Huang


Tinbergen Institute

November 2, 2011


Abstract:     
This paper surveys Production-based CAPM since Cochrane (1991), which first proposed PCAPM following the inner logic of CCAPM. With different foci, scholars developed several asset pricing models from the production-side economy, which can be classified into 3 categories: Investment-based CAPM, Productivity-based CAPM, Pure Production-based CAPM. Also, this survey includes empirical research as well as economic theory.

Number of Pages in PDF File: 16

Keywords: Consumption-based CAPM, Production-based CAPM

JEL Classification: B41, E23, G12

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Date posted: November 6, 2011  

Suggested Citation

Huang, Wenqian, A Survey of Production-Based CAPM (November 2, 2011). Available at SSRN: http://ssrn.com/abstract=1955366 or http://dx.doi.org/10.2139/ssrn.1955366

Contact Information

Wenqian Huang (Contact Author)
Tinbergen Institute ( email )
Burg. Oudlaan 50
Rotterdam, 3062 PA
Netherlands
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References:  37

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