Measuring risk aversion from excess returns on a stock index:
Gespeichert in:
Hauptverfasser: | , , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
1991
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Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
3643 |
Schlagworte: | |
Beschreibung: | 29, [10] S. graph. Darst. |
Internformat
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100 | 1 | |a Chou, Ray |e Verfasser |4 aut | |
245 | 1 | 0 | |a Measuring risk aversion from excess returns on a stock index |c Ray Chou ; Robert F. Engle ; Alex Kane |
264 | 1 | |a Cambridge, Mass. |c 1991 | |
300 | |a 29, [10] S. |b graph. Darst. | ||
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490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 3643 | |
650 | 4 | |a Ökonometrisches Modell | |
650 | 4 | |a Rate of return |x Econometric models | |
650 | 4 | |a Risk |x Econometric models | |
650 | 4 | |a Stock price indexes |z United States |x Econometric models | |
651 | 4 | |a USA | |
700 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
700 | 1 | |a Kane, Alex |d 1942- |e Verfasser |0 (DE-588)130111341 |4 aut | |
830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 3643 |w (DE-604)BV002801238 |9 3643 | |
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Datensatz im Suchindex
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any_adam_object | |
author | Chou, Ray Engle, Robert F. 1942- Kane, Alex 1942- |
author_GND | (DE-588)128388528 (DE-588)130111341 |
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geographic | USA |
geographic_facet | USA |
id | DE-604.BV006609818 |
illustrated | Illustrated |
indexdate | 2024-07-09T16:49:12Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-004222912 |
oclc_num | 23602756 |
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owner_facet | DE-739 DE-19 DE-BY-UBM |
physical | 29, [10] S. graph. Darst. |
publishDate | 1991 |
publishDateSearch | 1991 |
publishDateSort | 1991 |
record_format | marc |
series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
spelling | Chou, Ray Verfasser aut Measuring risk aversion from excess returns on a stock index Ray Chou ; Robert F. Engle ; Alex Kane Cambridge, Mass. 1991 29, [10] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 3643 Ökonometrisches Modell Rate of return Econometric models Risk Econometric models Stock price indexes United States Econometric models USA Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Kane, Alex 1942- Verfasser (DE-588)130111341 aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 3643 (DE-604)BV002801238 3643 |
spellingShingle | Chou, Ray Engle, Robert F. 1942- Kane, Alex 1942- Measuring risk aversion from excess returns on a stock index National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Rate of return Econometric models Risk Econometric models Stock price indexes United States Econometric models |
title | Measuring risk aversion from excess returns on a stock index |
title_auth | Measuring risk aversion from excess returns on a stock index |
title_exact_search | Measuring risk aversion from excess returns on a stock index |
title_full | Measuring risk aversion from excess returns on a stock index Ray Chou ; Robert F. Engle ; Alex Kane |
title_fullStr | Measuring risk aversion from excess returns on a stock index Ray Chou ; Robert F. Engle ; Alex Kane |
title_full_unstemmed | Measuring risk aversion from excess returns on a stock index Ray Chou ; Robert F. Engle ; Alex Kane |
title_short | Measuring risk aversion from excess returns on a stock index |
title_sort | measuring risk aversion from excess returns on a stock index |
topic | Ökonometrisches Modell Rate of return Econometric models Risk Econometric models Stock price indexes United States Econometric models |
topic_facet | Ökonometrisches Modell Rate of return Econometric models Risk Econometric models Stock price indexes United States Econometric models USA |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT chouray measuringriskaversionfromexcessreturnsonastockindex AT englerobertf measuringriskaversionfromexcessreturnsonastockindex AT kanealex measuringriskaversionfromexcessreturnsonastockindex |