Price volatility and risk with non-separability of preferences
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Publication:1964739
DOI10.1016/S0165-4896(99)00015-3zbMath0937.91071MaRDI QIDQ1964739
Burkhard Drees, Bernhard Eckwert
Publication date: 2000
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Cites Work
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- An Intertemporal Capital Asset Pricing Model
- Risk Aversion in the Small and in the Large
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
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