Nonparametric risk management and implied risk aversion
Year of publication: |
2000
|
---|---|
Authors: | Aït-Sahalia, Yacine ; Lo, Andrew W. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 94.2000, 1/2, p. 9-51
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory |
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