An Empirical Analysis of the Pricing of Mortgage-Backed Securities, (with Lee Wakeman, Kenneth B. Dunn). Journal of Finance, Vol. 38, Issue 2, May 1983, 613–623. Type: Published Papers Topic(s): Equilibrium Asset Pricing
An Empirical Analysis of the Pricing of Mortgage-Backed Securities, (with Lee Wakeman, Kenneth B. Dunn). Journal of Finance, Vol. 38, Issue 2, May 1983, 613–623. Type: Published Papers Topic(s): Equilibrium Asset Pricing
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. Type: Published Papers Topic(s): Equilibrium Asset Pricing
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. Type: Published Papers Topic(s): Equilibrium Asset Pricing