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Risk Aversion and the Martingale Property of Stock Prices
Home
Publications
Risk Aversion and the Martingale Property of Stock Prices
Risk Aversion and the Martingale Property of Stock Prices
SL
Stephen F. LeRoy
Stephen F. LeRoy
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1 June 1973
journal article
Published by
JSTOR
in
International Economic Review
Vol. 14
(2)
,
436
https://doi.org/10.2307/2525932
Abstract
No abstract available
Keywords
RISK AVERSION
MARTINGALE PROPERTY
STOCK PRICES
PROPERTY OF STOCK
Cited by 181 articles