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The Equity Premium and the Allocation of Income Risk Author info | Abstract | Publisher info | Download info | Related research | Statistics Danthine, J.P.
Donaldson, J.B.
Mehra, R.
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Paper provided by Columbia - Graduate School of Business in its series Papers with number
92-09.
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Length: 31 pages
Date of creation: 1992Date of revision:
Handle: RePEc:fth:colubu:92-09Contact details of provider: Postal: U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A Phone: (212) 854-5553 Web page: http://www.columbia.edu/cu/business/ More information through EDIRC
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Keywords: wages risk economic models Other versions of this item:
Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)David N. DeJong & Emilio Espino, 2007.
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"Rentabilité d'actifs et fluctuations économiques : une perspective d'équilibre général dynamique et stochastique ,"
EconomiX Working Papers
2006-16, University of Paris West - Nanterre la Défense, EconomiX.
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Jean-Pierre Danthine & John B. Donaldson & Paolo Siconolfi, 2005.
"Distribution Risk and Equity Returns ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
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CARMICHAEL, Benoît & KEITA, Sikoro & SAMSON, Lucie, 1995.
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Michele Boldrin & Lawrence J. Christiano & Jonas D.M. Fisher, 1995.
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Boldrin, M. & Christiano, L.J. & Fischer, J.D.M., 1996.
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Other versions: Rajnish Mehra & Edward C. Prescott, 2003.
"The Equity Premium in Retrospect ,"
NBER Working Papers
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Other versions:
Mehra, Rajnish & Prescott, Edward C., 2003.
"The equity premium in retrospect ,"
Handbook of the Economics of Finance ,
in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938
Elsevier.
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