The Wealth-Consumption Ratio

By Hanno Lustig, Stijn Van Nieuwerburgh, A. Verdelhan. 2008

128 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/311d5bca9d8d7cd17abdc1fb2c835223d35e2c55

Citations in the corpus

• Asset pricing tests with long run risks in consumption growth (2011, unknown): “(1 (2)x) + (2)w 1 2 + 4 2 c 2x 2 1 (2)x + 2 2x 2 w (1 2)(1 (2)x) (35) Also, from equation (33), V art ( ct+1) 2 = 2 (4)t + 4x(2)t (2)t + 4 (2)c (2)t + 8 cxt (2)t Hence,”