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Volumn 10, Issue 2, 1997, Pages 447-480

The valuation of nonsystematic risks and the pricing of Swedish lottery bonds

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Indexed keywords


EID: 0031535487     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.2.447     Document Type: Article
Times cited : (32)

References (18)
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  • 3
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  • 4
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    • Chamberlain, G.1
  • 8
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    • Application of least squares regression to relationships containing auto-correlated error terms
    • Cochrane, D., and G. H. Orcutt, 1949, "Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms," Journal of the American Statistical Association, 44, 356-372.
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    • Cochrane, D.1    Orcutt, G.H.2
  • 9
    • 0002498759 scopus 로고
    • A unified beta pricing theory
    • Connor, G., 1984, "A Unified Beta Pricing Theory," Journal of Economic Theory, 34, 13-31.
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    • Connor, G.1
  • 10
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    • The utility analysis of choices involving risk
    • Friedman, M., and L. J. Savage, 1948, "The Utility Analysis of Choices Involving Risk," Journal of Political Economy, 56, 279-304.
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  • 11
    • 0000056303 scopus 로고
    • Residual risk, trading cost, and commodity futures risk premia
    • Hirshleifer, D., 1988, "Residual Risk, Trading Cost, and Commodity Futures Risk Premia," Review of Financial Studies, 1, 173-193.
    • (1988) Review of Financial Studies , vol.1 , pp. 173-193
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  • 13
    • 0000150312 scopus 로고
    • Asset prices in an exchange economy
    • Lucas, R. E., 1978, "Asset Prices in an Exchange Economy," Econometrica, 46, 1429-1445.
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  • 14
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    • Choice under uncertainty: Problems solved and unsolved
    • Machina, M. J., 1987, "Choice Under Uncertainty: Problems Solved and Unsolved," Journal of Economic Perspectives, 1, 121-154.
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  • 15
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  • 16
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    • The arbitrage theory of capital asset pricing
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.