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Essays on investement and consumption choice
Comon, Etienne, (2001)
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn, (2022)
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators
Vigo Pereira, Caio, (2020)
Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik, (2008)
A note on the pricing of IPOs
Lundtofte, Frederik, (2010)
Lundtofte, Frederik, (2006)