Estimating the expected marginal rate of substitution : a systematic exploitation of idiosyncratic risk
Robert P. Flood, Andrew K. Rose
| Year of publication: |
2005
|
|---|---|
| Authors: | Flood, Robert P. ; Rose, Andrew |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 52.2005, 5, p. 951-969
|
| Subject: | Finanzmarkt | Financial market | Marktintegration | Market integration | Diskontierung | Discounting | Portfolio-Management | Portfolio selection | Schätzung | Estimation | USA | United States | Kanada | Canada | 1994 - 2003 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003174540