First order risk aversion and the equity premium puzzle
By: by Larry G. Epstein, Stanley E. Zin.
Contributors: Zin, Stanley E.
Series: Working paper series -- no. 8914; Working paper series (University of Toronto. Institute for Policy Analysis) -- no. 8914.
Publisher: Dept. of Economics, University of Toronto
Published: 1989
Place of publication: Toronto
Language: eng
Number of pages: 20
Subjects: Risk -- Mathematical models.; Utility theory -- Mathematical models.
Notes: "September 1989."