Correlation risk, strings and asset prices
Antonio Mele, Walter Distaso and Grigory Vilkov
| Year of publication: |
19 July 2019
|
|---|---|
| Authors: | Mele, Antonio ; Distaso, Walter ; Vilkov, Grigory |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | correlation premium | correlation-risk premium | cross-section of returns | arbitrage pricing | string models | implied correlation | Korrelation | Correlation | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Arbitrage Pricing | Arbitrage pricing |
Online Resource
| Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP13873 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181112