Consumption, investment, market price of risk, and the risk-free rate

Authors
Lin, Winston T. Jen, Frank C.
Citation
. Lin, Winston T. et . Jen, Frank C., Consumption, investment, market price of risk, and the risk-free rate, Journal of financial and quantitative analysis , 15(4), 1980, pp. 1025-1040
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
15
Issue
4
Year of publication
1980
Pages
1025 - 1040
Database
ACNP
SICI code