Risk aversion and the intertemporal behaviour of asset prices
By: R.C. Stapleton, M.G. Subrahmaniyam.
Contributors: Subrahmanyam, M. G.; European Institute for Advanced Studies in Management.
Series: Working papers (European Institute For Advanced Studies in Management) -- no.88-23
Publisher: European Institute For Advanced Studies in Management
Published: 1988
Place of publication: Brussels
Language: eng
Number of pages: 39
Subjects: Risk assessment -- Econometric models.; Securities -- Prices -- Econometric models.