Estimating the intertemporal risk-return tradeoff using the implied cost of capital
By: Lubos Pastor, Meenakshi Sinha, Bhaskaran Swaminthan.
Contributors: Sinhā, Mīnākshī.; Swaminthan, Bhaskaran.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 11941.; Working paper series (National Bureau of Economic Research) -- working paper no. 11941.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 48
Subjects: Stocks -- Mathematical models; Capital investments -- Mathematical models
Notes: "January 2006."

NBER working paper series.

Includes bibliographical references (p. 46-48).

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