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

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

    Research output: Working paperDiscussion paperOther research output

    233 Downloads (Pure)
    Original languageEnglish
    Place of PublicationTilburg
    PublisherMicroeconomics
    Number of pages50
    Volume1997-07
    Publication statusPublished - 1997

    Publication series

    NameCentER Discussion Paper
    Volume1997-07

    Keywords

    • financial risk
    • international financial markets
    • capital asset pricing
    • excahnge rate
    • general equilibrium

    Cite this

    Bekaert, G. R. J., Hodrick, R., & Marshall, D. (1997). The implications of first-order risk aversion for asset market risk premiums. (CentER Discussion Paper; Vol. 1997-07). Tilburg: Microeconomics.
    Bekaert, G.R.J. ; Hodrick, R. ; Marshall, D. / The implications of first-order risk aversion for asset market risk premiums. Tilburg : Microeconomics, 1997. (CentER Discussion Paper).
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    author = "G.R.J. Bekaert and R. Hodrick and D. Marshall",
    note = "Pagination: 50",
    year = "1997",
    language = "English",
    volume = "1997-07",
    series = "CentER Discussion Paper",
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    Bekaert, GRJ, Hodrick, R & Marshall, D 1997 'The implications of first-order risk aversion for asset market risk premiums' CentER Discussion Paper, vol. 1997-07, Microeconomics, Tilburg.

    The implications of first-order risk aversion for asset market risk premiums. / Bekaert, G.R.J.; Hodrick, R.; Marshall, D.

    Tilburg : Microeconomics, 1997. (CentER Discussion Paper; Vol. 1997-07).

    Research output: Working paperDiscussion paperOther research output

    TY - UNPB

    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: 50

    PY - 1997

    Y1 - 1997

    KW - financial risk

    KW - international financial markets

    KW - capital asset pricing

    KW - excahnge rate

    KW - general equilibrium

    M3 - Discussion paper

    VL - 1997-07

    T3 - CentER Discussion Paper

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

    PB - Microeconomics

    CY - Tilburg

    ER -

    Bekaert GRJ, Hodrick R, Marshall D. The implications of first-order risk aversion for asset market risk premiums. Tilburg: Microeconomics. 1997. (CentER Discussion Paper).