Consumption Processes is a stochastic process representing the time evolution of aggregate consumption in an economy, distinguished by its role in intertemporal utility maximization and its use in determining the stochastic discount factor within asset pricing models.
294
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32.8K
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512
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289
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Publications per year
2017–2026
52
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294
1–5 of 294
Authors
512
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4
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3
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3
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1–5 of 512
Institutions
289
National Bureau of Economic Research
Cambridge, United States
11 h-index
16 publications
3.4K citations
Carnegie Mellon University
Pittsburgh, United States
8 h-index
14 publications
4.2K citations
Stanford University
Stanford, United States
6 h-index
7 publications
3.9K citations
Columbia University
New York, United States
6 h-index
7 publications
2.7K citations
University of Chicago
Chicago, United States
6 h-index
7 publications
667 citations
New York University
New York, United States
5 h-index
5 publications
346 citations
London School of Economics and Political Science
London, United Kingdom
4 h-index
4 publications
279 citations
Centre for Economic Policy Research
London, United Kingdom
4 h-index
4 publications
201 citations
1–8 of 289
Venues
- Economics Letters
10 publications · 376 citations
10
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- SSRN Electronic Journal
Repository · 11 publications · 400 citations
10
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- The Review of Economic Studies
7 publications · 996 citations
7
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- Mathematical Finance
7 publications · 356 citations
7
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- The Economic Journal
7 publications · 623 citations
7
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1–5