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

Geert Bekaert (), Robert Hodrick () and David Marshall

Journal of Monetary Economics, 1997, vol. 40, issue 1, 3-39

Date: 1997
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Related works:
Working Paper: The implications of first-order risk aversion for asset market risk premiums (1997) Downloads
Working Paper: The implications of first-order risk aversion for asset market risk premiums (1994)
Working Paper: The Implications of First-Order Risk Aversion for Asset Market Risk Premiums (1994) Downloads
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