General Equilibrium Pricing of Trading Strategy Risk
Year of publication: |
2001
|
---|---|
Authors: | Lioui, Abraham ; Poncet, Patrice |
Publisher: |
Ramat-Gan : Bar-Ilan University, Department of Economics |
Series: | Working Paper ; 2001-13 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 349988811 [GVK] hdl:10419/259309 [Handle] RePEc:biu:wpaper:2001-13 [RePEc] |
Classification: | D52 - Incomplete Markets ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Dynamic Asset Pricing With Non-Redundant Forwards
Lioui, Abraham, (2001)
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General Equilibrium Pricing of Trading Strategy Risk
Lioui, Abraham, (2001)
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Dynamic Asset Pricing With Non-Redundant Forwards
Lioui, Abraham, (2001)
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Mean‐variance efficiency of the market portfolio and futures trading
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General equilibrium pricing of nonredundant forward contracts
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Bernoulli speculator and trading strategy risk
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