Changing Risk Premia: Evidence from a Small Open Economy
[size=-1]B Hansson, P Hördahl - The Scandinavian Journal of Economics, 1997 - JSTOR
Little is known about the differences in the relation between risk and return in large economies
such as the US compared with smaller, less studied, markets. In this paper, Sweden serves as
a representative for small open economies. The price of risk on the Swedish stock market ...

A more general measure of risk aversion when utility is state-dependent
[size=-1]D Kelsey, GL Nordquist - Oxford Economic Papers, 1991 - JSTOR
Page 1. Oxflrd Economic Papers 43 (1991), 059-074 A MORE GENERAL MEASURE
OF RISK AVERSION WHEN UTILITY IS STATE-DEPENDENT* By DAVID KELSEY**
and GERALD L. NORDQUIST*** 1. Introduction THE ...
被引用次数：6 - 相关文章 - 所有 9 个版本



非常感谢各位一直以来的帮助！