Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset

Geoff Warren

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	125-157
Journal	International Review of Finance
Volume	8
Issue number	3-Apr
DOIs	https://doi.org/10.1111/j.1468-2443.2008.00079.x
Publication status	Published - 2008

Access to Document

@article{32282dfee9ec4bc585a1748de21df21d,

title = "Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset",

author = "Geoff Warren",

year = "2008",

doi = "10.1111/j.1468-2443.2008.00079.x",

language = "English",

volume = "8",

pages = "125--157",

journal = "International Review of Finance",

publisher = "Blackwell Publishing Ltd",

number = "3-Apr",

}