Chapter 61 Intertemporal Substitution and Risk Aversion

Handbook of Econometrics

Volumn 6, Issue SUPPL. PART A, 2007, Pages 3967-4056

  Hansen, Lars Peter ^a   Heaton, John ^a   Lee, Junghoon ^a   Roussanov, Nikolai ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

asset pricing; GMM; intertemporal substitution; recursive utility; risk aversion

Indexed keywords

EID: 44249096414     PISSN: 15734412     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1573-4412(07)06061-8     Document Type: Review

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