Measuring risk aversion from excess returns on a stock index:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1991
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
3643 |
| Subjects: | |
| Physical Description: | 29, [10] S. graph. Darst. |
Staff View
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| language | English |
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| physical | 29, [10] S. graph. Darst. |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Chou, Ray Verfasser aut Measuring risk aversion from excess returns on a stock index Ray Chou ; Robert F. Engle ; Alex Kane Cambridge, Mass. 1991 29, [10] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 3643 Ökonometrisches Modell Rate of return Econometric models Risk Econometric models Stock price indexes United States Econometric models USA Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Kane, Alex 1942- Verfasser (DE-588)130111341 aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 3643 (DE-604)BV002801238 3643 |
| spellingShingle | Chou, Ray Engle, Robert F. 1942- Kane, Alex 1942- Measuring risk aversion from excess returns on a stock index National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Rate of return Econometric models Risk Econometric models Stock price indexes United States Econometric models |
| title | Measuring risk aversion from excess returns on a stock index |
| title_auth | Measuring risk aversion from excess returns on a stock index |
| title_exact_search | Measuring risk aversion from excess returns on a stock index |
| title_full | Measuring risk aversion from excess returns on a stock index Ray Chou ; Robert F. Engle ; Alex Kane |
| title_fullStr | Measuring risk aversion from excess returns on a stock index Ray Chou ; Robert F. Engle ; Alex Kane |
| title_full_unstemmed | Measuring risk aversion from excess returns on a stock index Ray Chou ; Robert F. Engle ; Alex Kane |
| title_short | Measuring risk aversion from excess returns on a stock index |
| title_sort | measuring risk aversion from excess returns on a stock index |
| topic | Ökonometrisches Modell Rate of return Econometric models Risk Econometric models Stock price indexes United States Econometric models |
| topic_facet | Ökonometrisches Modell Rate of return Econometric models Risk Econometric models Stock price indexes United States Econometric models USA |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT chouray measuringriskaversionfromexcessreturnsonastockindex AT englerobertf measuringriskaversionfromexcessreturnsonastockindex AT kanealex measuringriskaversionfromexcessreturnsonastockindex |