The Equity Premium and the Allocation of Income Risk

Authors: John Donaldson , Jean-Pierre Danthine, and Rajnish Mehra

Format: Journal Article

Publication Date: July 1, 1992

Journal: Journal of Economic Dynamics & Control

Full Citation

Donaldson, John, Jean-Pierre Danthine, and Rajnish Mehra

. “The Equity Premium and the Allocation of Income Risk.”

Journal of Economic Dynamics & Control

vol.

16

, no.

3-4

(July 01, 1992):

509

-

532

.