Monografie
Consumption-based asset pricing with rare disaster risk : a simulated method of moments approach [[Elektronische Ressource]]
- Edition
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Version September 19, 2014
- Language
-
Englisch
- Identifier
-
1059803801
- Series
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Center for Financial Studies (Frankfurt am Main): CFS working paper series; No. 480
Contributor
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:56 PM CET
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Consumption-based asset pricing with rare disaster risk
Consumption-based asset pricing with rare disaster risk
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Give me strong moments and time: combining GMM and SMM to estimate long-run risk asset pricing models
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Private equity-, stock- and mixed asset-portfolios: a bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations
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