Analyzing specification errors in models for future risk premia with hedging pressures
Frans A. de Roon, Theo E. Nijman and Chris Veld
| Year of publication: |
1997
|
|---|---|
| Authors: | Roon, Frans de ; Nijman, Theodore E. ; Veld, Chris H. |
| Publisher: |
Rotterdam |
| Subject: | Derivat | Derivative | Risikoprämie | Risk premium | Hedging | CAPM | Statistische Methodenlehre | Statistical theory | Schätzung | Estimation | Theorie | Theory | Welt | World | 1986-1994 |
| Extent: | 35 S |
|---|---|
| Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000969027