Construction d'un portefeuille sous-jacent virtuel
Year of publication: |
2004
|
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Authors: | Pardo, Sophie ; Kast, Robert ; Lapied, André |
Published in: |
Revue économique. - Presses de Sciences-Po. - Vol. 55.2004, 3, p. 407-418
|
Publisher: |
Presses de Sciences-Po |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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