The implications of first order risk aversion for asset market risk premiums
Bekaert,G.R.J. ; Hodrick,R. ; Marshall,D.
Bekaert,G.R.J.
Hodrick,R.
Marshall,D.
Abstract
Description
Pagination: 36
Date
1997
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Publisher
Research Projects
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Citation
Bekaert, G R J, Hodrick, R & Marshall, D 1997, 'The implications of first order risk aversion for asset market risk premiums', Journal of Monetary Economics, vol. 40, pp. 3-39.
License
info:eu-repo/semantics/restrictedAccess
