Is the volatility of market price of risk due to intermittent portfolio rebalancing?
by Yili Chien, Harold Cole, and Hanno Lustig
| Year of publication: |
2012
|
|---|---|
| Authors: | Chien, YiLi ; Cole, Harold L. ; Lustig, Hanno |
| Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 102.2012, 6, p. 2859-2896
|
| Subject: | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009710863