Estimating the expected marginal rate of substitution : exploiting idiosyncratic risks
Year of publication: |
2004
|
---|---|
Authors: | Flood, Robert P. |
Other Persons: | Rose, Andrew (contributor) |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | intertemporal marginal rate of substitution | Finanzmarkt | Financial market | Marktintegration | Market integration | Diskontierung | Discounting | Portfolio-Management | Portfolio selection | Schätzung | Estimation | USA | United States | Kreditmarkt | Abzinsung | Portfoliomanagement |
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Estimating the expected marginal rate of substitution : exploiting idiosyncratic risk
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