Asset price dynamics : shocks and regimes
Year of publication: |
[2017]
|
---|---|
Authors: | MacLean, Leonard C. ; Zhao, Yonggan |
Published in: |
Optimal financial decision making under uncertainty. - [Cham] : Springer, ISBN 3-319-41611-1. - 2017, p. 35-53
|
Subject: | Börsenkurs | Share price | Indexderivat | Index derivative | Schock | Shock | Stochastischer Prozess | Stochastic process |
-
Does index arbitrage distort the market reaction to Shocks?
Anatolyev, Stanislav, (2019)
-
Peralta-Alva, Adrian, (2003)
-
Macroeconomic Risks and Asset Pricing : Evidence from a Dynamic Stochastic General Equilibrium Model
Li, Erica X. N., (2018)
- More ...
-
A generalized entropy approach to portfolio selection under a hidden markov model
MacLean, Leonard C., (2022)
-
Estimating parameters in a pricing model with state-dependent shocks
MacLean, Leonard C., (2008)
-
Growth-security models and stochastic dominance
MacLean, Leonard C., (2011)
- More ...