The Froot-Stein model revisited
by N. Høgh, O. Linton and J. P. Nielsen
| Year of publication: |
2006
|
|---|---|
| Authors: | Høgh, Nils ; Linton, Oliver ; Nielsen, Jens Perch |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 1.2006, 1, p. 37-47
|
| Subject: | Risikomanagement | Risk management | CAPM | Hedging | 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/10003732697