ESTIMATES OF MARGINAL RATE OF TIME PREFERENCE AND AVERAGE RISK AVERSION OF INVESTORS IN ELECTRIC UTILITY SHARES - 1960-66

被引：18

作者：

LITZENBERGER, RH

RAO, CU

机构：

[1] STANFORD UNIV, GRAD SCH BUSINESS, STANFORD, CA USA

[2] STANISLAUS STATE COLL, BUSINESS ADM FAC, TURLOCK, CA USA

来源：

BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE | 1971年 / 2卷 / 01期

关键词：

D O I：

10.2307/3003167

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：265 / 277

页数：13

共 25 条

[1]

Bain JS, 1956, BARRIERS NEW COMPETI, DOI 10.4159/harvard.9780674188037

[2]

Christ C. F., 1966, ECONOMETRIC MODELS M

[3]

Crockett J, 1967, AM ECON REV, V57, P1258

[4]

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

[5]

Fisher I., 1930, THEORY INTEREST

[6]

FRIEND I, 1970, AM ECON REV, V60, P561

[7] PORTFOLIO ANALYSIS, MARKET EQUILIBRIUM AND CORPORATION FINANCE [J].

HAMADA, RS .

LINTNER, J .

[9] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

LINTNER, J .

[10] MARKET PRICE OF RISK, SIZE OF MARKET AND INVESTORS RISK AVERSION [J].

LINTNER, J .