Estimating the expected marginal rate of substitution
Subtitle: exploiting idiosyncratic risk
By: Robert P. Flood, Andrew K. Rose.
Contributors: Rose, Andrew, 1959-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 10805.; Working paper series (National Bureau of Economic Research) -- working paper no. 10805.
Publisher: National Bureau of Economic Research
Published: 2004
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 27
Subjects: Stocks -- Rate of return -- Mathematical models
Notes: "September 2004."

Includes bibliographical references (p. 26-27).

Also available in PDF from the NBER World Wide Web site (www.nber.org).