๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The stock market premium, production, and relative risk aversion: A generalization

โœ Scribed by Jaeho Cho


Book ID
116101496
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
246 KB
Volume
40
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.

โœฆ Synopsis


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.


๐Ÿ“œ SIMILAR VOLUMES