Robust Equilibrium Yield Curves
Year of publication: |
2009
|
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Authors: | Kleshchelski, Isaac ; Vincent, Nicolas |
Institutions: | Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) |
Subject: | Yield curve | market price of uncertainty | robust control |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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