Estimating the expected marginal rate of substitution : a systematic exploitation of idiosyncratic risk
Year of publication: |
2005
|
---|---|
Authors: | Rose, Andrew ; Flood, Robert P. |
Publisher: |
Hong Kong |
Subject: | Finanzmarkt | Financial market | Marktintegration | Market integration | Diskontierung | Discounting | Portfolio-Management | Portfolio selection | Schätzung | Estimation | USA | United States | Kanada | Canada | 1994 - 2003 |
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Flood, Robert P., (2005)
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Comment on: "Estimating the expected marginal rate of substitution"
Marshall, David Aaron, (2005)
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Estimating the expected marginal rate of substitution : exploiting idiosyncratic risk
Flood, Robert P., (2004)
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