Preferences, Consumption Smoothing and Risk Premia

Martin Lettau and Harald Uhlig ()

No 1997-60, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: risk premium; consumption; capital asset pricing; preferences; dividend (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (15)

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Working Paper: Preferences, Consumption Smoothing, and Risk Premia (1997)
Working Paper: Preferences, Consumption Smoothing and Risk Premia (1997)
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