Graduate School of Business, Columbia University, New York City, New York, 10027. I with to thank Michael Adler, Sudipto Bhattacharya, Jean-Pierre Danthine, David Modest, Krishna Ramaswamy, and Larry Selden for their comments. Special thanks go to George Constantinides for his valuable suggestions. I am especially grateful to Jon Ingersoll, the referee who made many constructive comments and criticisms. The editorial comments of Michael Brennan were valuable in improving the paper. Faculty Research Support from Graduate School of Business, Columbia University is acknowledged with thanks. Errors remaining in the paper are my own.
Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates
Article first published online: 30 APR 2012
1983 The American Finance Association
The Journal of Finance
Volume 38, Issue 1, pages 205–212, March 1983
How to Cite
SUNDARESAN, M. (1983), Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates. The Journal of Finance, 38: 205–212. doi: 10.1111/j.1540-6261.1983.tb03635.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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