irrelevance of market incompleteness for the price of aggregate risk
By: Dirk Krueger, Hanno Lustig.
Contributors: Lustig, Hanno.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12634.; Working paper series (National Bureau of Economic Research) -- working paper no. 12634.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 50
Subjects: Risk -- Econometric models
Notes: "October 2006."

Includes bibliographical references (p. 33-35).

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