RISK-AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE

Authors

  • William F. Sharpe

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    • Associate Professor of Economics and Operations Research, University of Washington, and Consultant, The RAND Corporation. The views expressed in this paper are those of the author. They should not be interpreted as reflecting the views of The RAND Corporation or the official opinion or policy of any of its governmental or private research sponsors.

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