The behavior of risk and market prices of risk over the Nasdaq bubble period
Year of publication: |
2010
|
---|---|
Authors: | Bakshi, Gurdip S. ; Wu, Liuren |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 56.2010, 12, p. 2251-2264
|
Subject: | New Economy | New economy | Spekulationsblase | Bubbles | Optionspreistheorie | Option pricing theory | Risikoaversion | Risk aversion | 1999-2001 |
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