Approximate Equilibrium Asset Prices
收藏NBER1998-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/w6611
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资源简介：
This paper reconsiders the determination of asset returns in a model with Kreps-Porteus generalized isoelastic preferences where returns appear governed on the basis of Euler equations, by a combination of the two most common measures of risk -- covariance with the market return and covariance with
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美国国家经济研究局创建时间：
1998-06-01
