A General Equilibrium Model of Changing Risk Premia: Theory and Tests

Bossaerts, PeterGreen, Richard C.2008-03-122008-03-122008-03-12198910.1093/rfs/2.4.467https://infoscience.epfl.ch/handle/20.500.14299/19992Asset pricing theoryA General Equilibrium Model of Changing Risk Premia: Theory and Teststext::journal::journal article::research article