✦ LIBER ✦

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

✍ Scribed by Jaeho Cho

Book ID: 116101496
Publisher: Elsevier Science
Year: 1992
Tongue: English
Weight: 246 KB
Volume: 40
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(92)90222-k

No coin nor oath required. For personal study only.

✦ 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.

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