Risk aversion and intertemporal substitution in the capital asset pricing model
By: Alberto Giovannini, Philippe Weil.
Contributors: Weil, Philippe.
Series: NBER working paper series -- working paper no. 2824; Working paper series (National Bureau of Economic Research) -- working paper no. 2824.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 32
Subjects: Capital assets pricing models.; Consumption (Economics) -- Econometric models.; Investments -- Econometric models.
Notes: "January 1989."

Includes bibliographical references (p. 26-28).

Binghamton University Libraries' copy bound with: Money, time preference and external balance.