Consumption, Investment, Market Price of Risk, and the Risk-Free Rate

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Original language	English
Pages (from-to)	1025-1040
Number of pages	16
Journal	Journal of Financial and Quantitative Analysis
Volume	15
Issue number	5
DOIs	https://doi.org/10.2307/2330170
State	Published - 1980

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title = "Consumption, Investment, Market Price of Risk, and the Risk-Free Rate",

author = "Lin, \{Winston T.\} and Jen, \{Frank C.\}",

year = "1980",

doi = "10.2307/2330170",

language = "English",

volume = "15",

pages = "1025--1040",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "5",

}

TY - JOUR

T1 - Consumption, Investment, Market Price of Risk, and the Risk-Free Rate

AU - Lin, Winston T.

AU - Jen, Frank C.

PY - 1980

Y1 - 1980

UR - https://www.scopus.com/pages/publications/84911662949

U2 - 10.2307/2330170

DO - 10.2307/2330170

M3 - Article

AN - SCOPUS:84911662949

SN - 0022-1090

VL - 15

SP - 1025

EP - 1040

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

IS - 5

ER -