๐”– Bobbio Scriptorium
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A note on the premium market of the paris stock exchange

โœ Scribed by Georges Courtadon


Book ID
117528810
Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
211 KB
Volume
6
Category
Article
ISSN
0378-4266

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This article shows that disentangling risk aversion and intertemporal substitution does not affect the result of Benninga and Protopapadakis (1991) that the risk premium in a complete market may well be negatively related with risk aversion.