Assessing Asset Pricing Models Using Revealed Preference
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- Berk, Jonathan B. & van Binsbergen, Jules H., 2016. "Assessing asset pricing models using revealed preference," Journal of Financial Economics, Elsevier, vol. 119(1), pages 1-23.
- Jonathan B. Berk & Jules H. van Binsbergen, 2014. "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers 20435, National Bureau of Economic Research, Inc.
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More about this item
JEL classification:
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2015-06-13 (International Finance)
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