NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Market Price of Aggregate Risk and the Wealth Distribution

Hanno Lustig, Yi-Li Chien

NBER Working Paper No. 11132
Issued in February 2005

---- 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.

return to bibliography page

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us