Comparative Dynamics and Risk Premia in an Overlapping Generations Model: A Note

S-Tier
Journal: Review of Economic Studies
Year: 1988
Volume: 55
Issue: 4
Pages: 667-668

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

It is demonstrated that the risk premia on stock in an overlapping generations model with risk-averse agents are bounded above zero.

Technical Details

RePEc Handle
repec:oup:restud:v:55:y:1988:i:4:p:667-668.
Journal Field
General
Author Count
1
Added to Database
2026-01-29