Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model

Peter Ove Christensen, Svend-Erik Graversen, Kristian R. Miltersen

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@article{fa2d2170c02b11dbbee902004c4f4f50,

title = "Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model",

author = "Christensen, {Peter Ove} and Svend-Erik Graversen and Miltersen, {Kristian R.}",

year = "2000",

doi = "10.1023/A:1009843432166",

language = "English",

volume = "4",

pages = "129--156",

journal = "Review of Finance (Print)",

issn = "1572-3097",

publisher = "Oxford University Press",

number = "2",

}

TY - JOUR

T1 - Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model

AU - Christensen, Peter Ove

AU - Graversen, Svend-Erik

AU - Miltersen, Kristian R.

PY - 2000

Y1 - 2000

U2 - 10.1023/A:1009843432166

DO - 10.1023/A:1009843432166

M3 - Journal article

SN - 1572-3097

VL - 4

SP - 129

EP - 156

JO - Review of Finance (Print)

JF - Review of Finance (Print)

IS - 2

ER -