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Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
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On the market price of risk
Korkie, Robert M.
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Turtle, Harry J.
- In:
Mathematics and financial economics
15
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2021
)
4
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pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
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