Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
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Volume (Year): 100 (2010)
Issue (Month): 2 (May)
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- Ravi Bansal & Amir Yaron, 2004.
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- Lars Peter Hansen & Jose A Sheinkman, 2007.
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- Lars Peter Hansen & John Heaton & Nan Li, 2005.
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- Lars Peter Hansen & Ravi Jagannathan, 1990.
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- Lars Peter Hansen & Ravi Jagannathan, 1990. "Implications of security market data for models of dynamic economies," Discussion Paper / Institute for Empirical Macroeconomics 29, Federal Reserve Bank of Minneapolis.
- Lars Peter Hansen, 2008. "Modeling the Long Run: Valuation in Dynamic Stochastic Economies," NBER Working Papers 14243, National Bureau of Economic Research, Inc.
- Epstein, Larry G & Zin, Stanley E, 1989. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework," Econometrica, Econometric Society, vol. 57(4), pages 937-69, July.
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