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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Journal of financial economics"
~person:"Santa-Clara, Pedro"
~type:"article"
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Santa-Clara, Pedro
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Journal of financial economics
The review of financial studies
3
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
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2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
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