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Essays on Asset Pricing
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Essays on Asset Pricing. |
| 개인저자 | Luo, Ding. |
| 단체저자명 | University of Minnesota. Business Administration. |
| 발행사항 | [S.l.]: University of Minnesota., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 135 p. |
| 기본자료 저록 | Dissertation Abstracts International 80-01A(E). Dissertation Abstract International |
| ISBN | 9780438351509 |
| 학위논문주기 | Thesis (Ph.D.)--University of Minnesota, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
Adviser: Frederico Belo. |
| 요약 | My dissertation studies the relations between macroeconomic quantities and asset prices. The first chapter takes a production-based approach and investigates how different types of business investment are linked to stock returns. The second chap |
| 요약 | In Chapter One "Capital heterogeneity, time-to-build, and return predictability", I study how two major types of business investment, equipment and structures, are differently linked to stock returns. I empirically show that the investment rate |
| 요약 | In Chapter Two "Asset pricing and risk sharing with limited enforcement and heterogeneous preferences", I introduce heterogeneous preferences (heterogeneity in risk aversion and time discount factor) into a two-agent endowment economy with enfor |
| 일반주제명 | Finance. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
