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Time preference and capital asset pricing models

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Author Info
Bergman, Yaacov Z.
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 14 (1985)
Issue (Month): 1 (March)
Pages: 145-159
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Handle: RePEc:eee:jfinec:v:14:y:1985:i:1:p:145-159

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  1. Muhammad Islam, 1998. "Intertemporally Dependent Preferences and the Welfare Cost of Capital Income Taxation," International Tax and Public Finance, Springer, vol. 5(4), pages 489-498, October. [Downloadable!] (restricted)
  2. René Garcia & Richard Luger, 2009. "Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates," CIRANO Working Papers 2009s-20, CIRANO. [Downloadable!]
  3. Alberto Giovannini & Philippe Weil, 1989. "Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model," NBER Working Papers 2824, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Robert C. Merton, 1991. "Optimal Investment Strategies for University Endowment Funds," NBER Working Papers 3820, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Maurice Obstfeld, 1991. "Intertemporal Dependence, Impatience, and Dynamics," NBER Working Papers 3028, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Patrick Artus, 1991. "Politiques de stabilisation, réputation, choix de portefeuille et risque," Annales d'Economie et de Statistique, ADRES, issue 23, pages 03, Juillet-S. [Downloadable!]
  7. Alberto Giovannini & Philippe Jorion, 1989. "Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing," NBER Working Papers 3195, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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