Consumption-Based Asset Pricing with Higher Cumulants
NBER Working Paper No. 16153
---- Acknowledgements ----
First draft: 20 August, 2006. I thank Dave Backus, Robert Barro, Emmanuel Farhi, Xavier Gabaix, Simon Gilchrist, Francois Gourio, Greg Mankiw, Anthony Niblett, Jeremy Stein, Adrien Verdelhan, Martin Weitzman and, in particular, John Campbell for their comments. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.