Time-series tests of a non-expected-utility model of asset pricing
By: Alberto Giovannini, Philippe Jorian [sic].
Contributors: Jorion, Philippe, 1955-
Series: NBER working paper series -- working paper no. 3195; Working paper series (National Bureau of Economic Research) -- working paper no. 3195.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 22
Subjects: Assets (Accounting) -- Prices -- Econometric models.; Utility theory -- Mathematical models.; Stock price indexes -- United States.; Consumption (Economics) -- United States.; Time-series analysis.
Notes: "December 1989."

Includes bibliographical references (p. 20-22).