Monografie
Consumption-based asset pricing with rare disaster risk : a simulated method of moments approach [[Elektronische Ressource]]
- Ausgabe
-
Version September 19, 2014
- Sprache
-
Englisch
- Identifier
-
1059803801
- Reihe
-
Center for Financial Studies (Frankfurt am Main): CFS working paper series; No. 480
Beteiligte Personen und Organisationen
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:56 MEZ
Objekttyp
- Monografie
Ähnliche Objekte (12)
Consumption-based asset pricing with rare disaster risk
Evaluating asset pricing models with limited commitment using household consumption data
Consumption-based asset pricing with rare disaster risk
A two-step indirect inference approach to estimate the long-run risk asset pricing model
Give me strong moments and time: combining GMM and SMM to estimate long-run risk asset pricing models
Measuring financial asset return and volatility spillovers : with application to global equity markets [[Elektronische Ressource]]
Private equity-, stock- and mixed asset-portfolios: a bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach
Disaster resilience and asset prices
Time and the price impact of a trade: a structural approach
Risk and expected returns of private equity investments : evidence based on market prices [[Elektronische Ressource]]
Going public - going private : the case of VC-backed firms [[Elektronische Ressource]]
Consumption-based asset pricing with rare disaster risk
Evaluating asset pricing models with limited commitment using household consumption data
Consumption-based asset pricing with rare disaster risk
A two-step indirect inference approach to estimate the long-run risk asset pricing model
Give me strong moments and time: combining GMM and SMM to estimate long-run risk asset pricing models
Measuring financial asset return and volatility spillovers : with application to global equity markets [[Elektronische Ressource]]
Private equity-, stock- and mixed asset-portfolios: a bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach
Disaster resilience and asset prices
Time and the price impact of a trade: a structural approach
Risk and expected returns of private equity investments : evidence based on market prices [[Elektronische Ressource]]
Going public - going private : the case of VC-backed firms [[Elektronische Ressource]]
Consumption-based asset pricing with rare disaster risk
Evaluating asset pricing models with limited commitment using household consumption data
Consumption-based asset pricing with rare disaster risk
A two-step indirect inference approach to estimate the long-run risk asset pricing model
Give me strong moments and time: combining GMM and SMM to estimate long-run risk asset pricing models
Measuring financial asset return and volatility spillovers : with application to global equity markets [[Elektronische Ressource]]
Private equity-, stock- and mixed asset-portfolios: a bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach
Disaster resilience and asset prices
Time and the price impact of a trade: a structural approach
Risk and expected returns of private equity investments : evidence based on market prices [[Elektronische Ressource]]