Empirical asset pricing with multi-period disaster risk : a simulation-based approach

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Empirical asset pricing with multi-period disaster risk : a simulation-based approach

Author: Sönksen, Jantje; Grammig, Joachim
Tübinger Autor(en):
Sönksen, Jantje
Grammig, Joachim
Issue year: 2020
Series: CFR working paper ; no. 14, 06 [rev.]
Verlagsangabe: Cologne Centre for Financial Research
Language: English
Full text: http://hdl.handle.net/10419/222986
https://dx.doi.org/10.2139/ssrn.3377345
Dokumentart: Buch (Monographie)
Pages: circa 77 Seiten
Reference: 1727508866
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