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Duffie, D. ; Epstein, L.G. Stochastic differential utility. 1992 Econometrica. 60 353-394
Lucas, R.E. Asset prices in an exchange economy. 1978 Econometrica. 46 1429-1445
Mehra, R. The equity premium: why is it a puzzle?. 2003 Financial Analysts Journal. 59 54-69
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