[文献求助] The Market Price of Risk, Size of Market and Investors' Risk Aversion [推广有奖]

0关注
1粉丝

已卖：1份资源

讲师

99%

还不是VIP/贵宾

威望: 0 级
论坛币: 164 个
通用积分: 0.0024
学术水平: 34 点
热心指数: 36 点
信用等级: 10 点
经验: 11075 点
帖子: 529
精华: 0
在线时间: 499 小时
注册时间: 2010-6-4
最后登录: 2016-11-28

楼主

马甲甲 发表于 2016-6-14 11:09:26 |AI写论文

1论坛币

【作者(必填)】

【文题(必填)】

【年份(必填)】

【全文链接或数据库名称(选填)】The Market Price of Risk, Size of Market and Investors' Risk Aversion: A CommentAP Budd, RH Litzenberger - The Review of Economics and Statistics, 1972 - JSTOR
In this note we consider one of Lintner's propositions, namely that" the market price of risk in
perfect markets varies inversely with the size of the market." The result is shown not to hold
under an important class of utility functions. Lintner examined market equilibrium under ...
Cited by 7 Related articles All 4 versions Web of Science: 1 Cite Save