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Momentum and durable consumption riskMomentum and durable consumption risk
- Alternative Title
- Momentum and durable consumption risk
- Authors
- Kim, Dongcheol
- Keywords
- Momentum, Consumption growth, Cross-section of expected stock returns, Stochastic discount factor
- Issue Date
- 8-9월-2017
- Publisher
- 서울대학교
- Citation
- 제6차 (2017) 서울대학교 투자교육센터 연구과제 심포지엄
- Conference Name
- 제6차 (2017) 서울대학교 투자교육센터 연구과제 심포지엄
- Place
- KO
서울대학교
- Conference Date
- 2017-09-08
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