The intertemporal relation between expected returns and risk

Journal of Financial Economics

Volumn 87, Issue 1, 2008, Pages 101-131

  Bali, Turan G ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Conditional beta; Conditional CAPM; Conditional covariance; ICAPM; Intertemporal hedging demand; Market risk premium; Risk aversion

Indexed keywords

EID: 36849075749     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2007.03.002     Document Type: Article

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