Production-based measures of risk for asset pricing

Journal of Monetary Economics

Volumn 57, Issue 2, 2010, Pages 146-163

  Belo, Frederico ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Cross sectional asset pricing; Marginal rate of transformation; Production under uncertainty; Production based asset pricing

Indexed keywords

EID: 76349120385     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2009.12.001     Document Type: Article

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