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Equilibrium Asset Prices with Undiversifiable Labor Income Risk. (1992). Weil, Philippe.
In: Post-Print.
RePEc:hal:journl:hal-03393436.

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  4. Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions. (2018). Kimball, Miles ; Gollier, Christian.
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    In: Annals of Finance.
    RePEc:kap:annfin:v:4:y:2008:i:4:p:505-523.

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    In: Review of Economic Dynamics.
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  34. Idiosyncratic production risk, growth and the business cycle. (2006). Calvet, Laurent ; Angeletos, George-Marios.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:6:p:1095-1115.

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  35. Has the equity premium been low for 40 years?. (2006). Freeman, Mark C. ; Buranavityawut, Nonthipoth.
    In: The North American Journal of Economics and Finance.
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  36. A reexamination of the equity-premium puzzle: A robust non-parametric approach. (2006). Martin, Vance ; Maasoumi, Esfandiar ; Lim, Guay.
    In: The North American Journal of Economics and Finance.
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  39. Incomplete-market dynamics in a neoclassical production economy. (2005). Calvet, Laurent ; Angeletos, George-Marios.
    In: Journal of Mathematical Economics.
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    In: Journal of Economic Dynamics and Control.
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    In: The Economists' Voice.
    RePEc:bpj:evoice:v:2:y:2005:i:4:n:2.

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    In: NBER Working Papers.
    RePEc:nbr:nberwo:11016.

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    In: KIER Working Papers.
    RePEc:kyo:wpaper:577.

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    In: EcoMod2004.
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    In: Economics Letters.
    RePEc:eee:ecolet:v:80:y:2003:i:3:p:337-341.

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    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:49:y:2002:i:4:p:747-760.

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    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:2:p:163-182.

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    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:597-620.

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    In: Economics Letters.
    RePEc:eee:ecolet:v:77:y:2002:i:1:p:1-8.

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    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:1:p:303-328.

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    RePEc:inm:oropre:v:49:y:2001:i:3:p:372-397.

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    RePEc:fth:harver:1910.

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    RePEc:eee:jetheo:v:98:y:2001:i:2:p:295-338.

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    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:10:p:1897-1919.

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  63. The importance of the number of different agents in a heterogeneous asset-pricing model. (2001). Denhaan, Wouter ; den Haan, Wouter J..
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    RePEc:eee:dyncon:v:25:y:2001:i:5:p:721-746.

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    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_443.

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    RePEc:tor:tecipa:faig-00-03.

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  67. The interaction between the equity premium and the risk-free rate. (2000). Quiggin, John ; Grant, Simon.
    In: Economics Letters.
    RePEc:eee:ecolet:v:69:y:2000:i:1:p:71-79.

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  68. Estimating the equity premium. (1999). M. C. Freeman, I. R. Davidson, .
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    RePEc:taf:eurjfi:v:5:y:1999:i:3:p:236-246.

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    RePEc:eee:jimfin:v:18:y:1999:i:6:p:871-890.

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  70. An entropic approach to equity market integration and consumption-based capital asset pricing models. (1998). Tu, Teng-Tsai .
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  72. A simple model of incomplete insurance the case of permanent shocks. (1998). Saito, Makoto.
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    RePEc:prs:reveco:reco_0035-2764_1997_num_48_4_409917.

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