Risk premia and term premia in general equilibrium
By: Andrew B. Abel.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6683; Working paper series (National Bureau of Economic Research) -- working paper no. 6683.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 44
Subjects: Rate of return -- Mathematical models.; Risk -- Mathematical models.; Assets (Accounting) -- Prices -- Mathematical models.
Notes: "August 1998."

JEL no. G12.

Includes bibliographical references (p. 43-44).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Financial support from the National Science Foundation