On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
| Year of publication: |
1993
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| Authors: | Glosten, Lawrence R. ; Jagannathan, Ravi ; Runkle, David E. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 48.1993, 5, p. 1779-1802
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