Idiosyncratic production risk, growth and the business cycle
By: George-Marios Angeletos, Laurent E. Calvet.
Contributors: Calvet, Laurent E.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9764.; Working paper series (National Bureau of Economic Research) -- working paper no. 9764.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 25
Subjects: Risk management -- Mathematical models; Risk -- Economic aspects -- Mathematical models; Rate of return -- Mathematical models; Hedging (Finance) -- Econometric models
Genres: Econometric models.
Notes: "June 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).