Ray Chou

Georgia Institute of Technology - Scheller College of Business

800 West Peachtree St., NW

Atlanta, GA 30308-1149

United States

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Measuring Risk Aversion from Excess Returns on a Stock Index

NBER Working Paper No. w3643
Number of pages: 41 Posted: 17 Oct 2007 Last Revised: 17 Jun 2021
Ray Chou, Robert F. Engle and Alex Kane
Georgia Institute of Technology - Scheller College of Business, New York University (NYU) - Department of Finance and University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS)
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Abstract:

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