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The Market Price of Risk, Size of Market and Investor's Risk Aversion

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Author Info
Lintner, John
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Publisher Info
Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 52 (1970)
Issue (Month): 1 (February)
Pages: 87-99
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Handle: RePEc:tpr:restat:v:52:y:1970:i:1:p:87-99

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  1. Takeshi Kimura & David H. Small, 2006. "Quantitative Monetary Easing and Risk in Financial Asset Markets," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
    Other versions:
  2. V. Vance Roley, 1983. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-12-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.