The Market Price of Aggregate Risk and the Wealth Distribution
NBER Working Paper No. 11132
---- Acknowledgements ----
Lustig would like to thank his advisors, Robert Hall, Thomas Sargent and Dirk Krueger, for their help and encouragement. Lars Hansen and Stijn Van Nieuwerburgh provided detailed comments. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.