A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Gurdip Bakshi, Fousseni Chabi-Yo, Xiaohui Gao
| Year of publication: |
February 2018
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|---|---|
| Authors: | Bakshi, Gurdip S. ; Chabi-Yo, Fousseni ; Gao, Xiaohui |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 2, p. 532-555
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| Subject: | Optionsanleihe | Warrant bond | Öffentliche Anleihe | Public bond | Martingal | Martingale | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhx108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011925241