The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach Academic Article

authors

• Rossi, Marco

published proceedings

• Journal of Business and Economic Statistics

author list (cited authors)

• Grishchenko, O. V., & Rossi, M.

citation count

• 13

complete list of authors

• Grishchenko, Olesya V||Rossi, Marco

publication date

• January 2012

publisher

• Taylor & Francis  Publisher

published in

• Journal of Business and Economic Statistics  Journal

keywords

• Aggregation
• Clustering Approach
• Euler Equations
• Household Consumption
• Idiosyncratic Consumption Risk
• Incomplete Markets

Digital Object Identifier (DOI)

• 10.1080/07350015.2012.670544

start page

• 297

end page

• 311

volume

• 30

issue

• 2

URL

• http%3A%2F%2Fdx.doi.org%2F10.1080%2F07350015.2012.670544