Explaining asset prizing puzzles associated with the 1987 market crash
Luca Benzoni; Pierre Collin-Dufresne; Robert S. Goldstein
| Year of publication: |
2011
|
|---|---|
| Authors: | Benzoni, Luca ; Collin-Dufresne, Pierre ; Goldstein, Robert S. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 101.2011, 3, p. 552-573
|
| Subject: | Finanzkrise | Financial crisis | CAPM | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | 1987 |
| 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/10009247604