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isPartOf:"MPRA Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Christoffersen, Peter F."
~person:"Cooper, Ilan"
~subject:"CAPM"
~subject:"appreciation"
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Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
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