Measuring and modelling variation in the risk-return trade-off
By: Martin Lettau and Sydney Ludvigson.
Contributors: Ludvigson, Sydney.; Centre for Economic Policy Research.
Series: Discussion paper series -- no. 3105; Disucssion paper series (Centre for Economic Policy Research) -- no. 3105.
Publisher: Centre for Economic Policy Research
Published: 2001
Place of publication: London
Language: eng
Number of pages: 72
Notes: Includes bibliographical references.