François Cocquemas

Vanderbilt University - Owen Graduate School of Management

401 21st Avenue South

Nashville, TN 37203

United States

  • Vanderbilt University - Owen Graduate School of Management

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Snakes and Ladders: Asset Pricing with Household Disasters

Number of pages: 75 Posted: 17 Dec 2016
François Cocquemas
Vanderbilt University - Owen Graduate School of Management
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Abstract:

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consumption CAPM, heterogenous agents, consumption disasters