Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion
| Year of publication: |
1993
|
|---|---|
| Authors: | Hu, Jie |
| Institutions: | Federal Reserve Bank of Atlanta |
| Subject: | Risk |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 93-16 |
| Source: |
Persistent link: https://www.econbiz.de/10005721647