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Kenneth J. Singleton

Adams Distinguished Professor in Management, Emeritus, Stanford Graduate School of Business

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Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

With Lars Peter Hansen.

Journal of Political Economy, Vol. 91, No. 2, April 1983, 249-265.

http://www.jstor.org/stable/1832056

Tags: Equilibrium Asset Pricing
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