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

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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	3-39
Number of pages	36
Journal	Journal of Monetary Economics
Volume	40,
Publication status	Published - 1997

Cite this

@article{a22bc271204e4b3784e6f5cee61b468e,

title = "The implications of first order risk aversion for asset market risk premiums",

author = "G.R.J. Bekaert and R. Hodrick and D. Marshall",

note = "Pagination: 36",

year = "1997",

language = "English",

volume = "40,",

pages = "3--39",

journal = "Journal of Monetary Economics",

issn = "0304-3932",

publisher = "Elsevier B.V.",

}