The implications of first order risk aversion for asset market risk premiums

G.R.J. Bekaert, R. Hodrick, D. Marshall

    Research output: Contribution to journalArticleScientificpeer-review

    Original languageEnglish
    Pages (from-to)3-39
    Number of pages36
    JournalJournal of Monetary Economics
    Volume40,
    Publication statusPublished - 1997

    Cite this

    Bekaert, G.R.J. ; Hodrick, R. ; Marshall, D. / The implications of first order risk aversion for asset market risk premiums. In: Journal of Monetary Economics. 1997 ; Vol. 40,. pp. 3-39.
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    note = "Pagination: 36",
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    The implications of first order risk aversion for asset market risk premiums. / Bekaert, G.R.J.; Hodrick, R.; Marshall, D.

    In: Journal of Monetary Economics, Vol. 40, 1997, p. 3-39.

    Research output: Contribution to journalArticleScientificpeer-review

    TY - JOUR

    T1 - The implications of first order risk aversion for asset market risk premiums

    AU - Bekaert, G.R.J.

    AU - Hodrick, R.

    AU - Marshall, D.

    N1 - Pagination: 36

    PY - 1997

    Y1 - 1997

    M3 - Article

    VL - 40,

    SP - 3

    EP - 39

    JO - Journal of Monetary Economics

    JF - Journal of Monetary Economics

    SN - 0304-3932

    ER -