The implications of first-order risk aversion for asset market risk premiums
Geert Bekaert ; Robert J. Hodrick ; David A. Marshall
| Year of publication: |
1997
|
|---|---|
| Authors: | Bekaert, Geert |
| Other Persons: | Hodrick, Robert J. (contributor) ; Marshall, David Aaron (contributor) |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 40.1997, 1, p. 3-39
|
| Subject: | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001228099