QUANTITATIVE THEORY OF RISK PREMIUMS ON SECURITIES WITH AN APPLICATION TO TERM STRUCTURE OF INTEREST-RATES

被引：4

作者：

DIEFFENBACH, BC ^{[1
]}

机构：

[1] UNIV PENN,PHILADELPHIA,PA 19104

来源：

关键词：

D O I：

10.2307/1914275

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：431 / 454

页数：24

共 30 条

ALMON, S .

[2]

Arrow K. J., 1965, ASPECTS THEORY RISK

[3]

DIEFFENBACH BC, TO BE PUBLISHED

[4]

DIEFFENBACH BC, UNPUBLISHED PAPER

[5] DIVERSIFICATION AND REDUCTION OF DISPERSION - EMPIRICAL ANALYSIS [J].

EVANS, JL ;

ARCHER, SH .

[6]

FAMA EF, 1970, AM ECON REV, V60, P163

[7]

Friedman M., 1957, THEORY CONSUMPTION F

[8]

GOLDSMITH RW, 1963, STUDIES NATIONAL BAL, V2

[9] SAVINGS AND UNCERTAINTY [J].

HAHN, FH .

HAKANSSO.NH .