Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Re-Balancing?
Year of publication: |
2010
|
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Authors: | Chien, YiLi |
Other Persons: | Cole, Harold L. (contributor) ; Lustig, Hanno N. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (54 p) |
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Series: | NBER Working Paper ; No. w15382 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2009 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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