The Equity Premium and the Allocation of Income Risk

Jean-Pierre Danthine, John B. Donaldson and Rajnish Mehra

Cahiers de Recherches Economiques du Département d'économie from Université de Lausanne, Faculté des HEC, Département d’économie

Keywords: equity premium; risk sharing; volatility; wage floor; non-Walrasian economies; cross-model verification (search for similar items in EconPapers)
JEL-codes: E32 G12 (search for similar items in EconPapers)
Pages: 32 pages
Date: 1992-03
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Citations: View citations in EconPapers (30)

Published in Journal of Economic Dynamics and Control, No 6, 1992, pp.509-532

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Working Paper: The equity premium and the allocation of income risk (2010)
Journal Article: The equity premium and the allocation of income risk (1992)
Working Paper: The equity premium and the allocation of income risk (1992)
Working Paper: The Equity Premium and the Allocation of Income Risk (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:lau:crdeep:9203

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