A new efficiency criterion: The mean-separated target deviations risk model
Year of publication: |
1996
|
---|---|
Authors: | Kang, Taehoon ; Wade Brorsen, B. ; Adam, Brian D. |
Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 48.1996, 1, p. 47-66
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A New Efficiency Criterion: The Mean-Separated Target Deviations Risk Model
Kang, Taehoon, (1996)
-
EGARCH option pricing with asymmetries in the mean equation
Kang, Tae-hoon, (1998)
-
Conditional heteroskedasticity, asymmetry, and option pricing
Kang, Tae-hoon, (1995)
- More ...