Consumption and portfolio choice with option-implied state prices:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2008
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Schriftenreihe: | Working paper series / National Bureau of Economic Research
13854 |
Online-Zugang: | Volltext |
Beschreibung: | 46 S. graph. Darst. 22 cm |
Internformat
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Datensatz im Suchindex
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author | Aït-Sahalia, Yacine Brandt, Michael W. |
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illustrated | Illustrated |
index_date | 2024-07-02T22:41:32Z |
indexdate | 2024-07-09T21:25:15Z |
institution | BVB |
language | English |
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physical | 46 S. graph. Darst. 22 cm |
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spelling | Aït-Sahalia, Yacine Verfasser (DE-588)128764465 aut Consumption and portfolio choice with option-implied state prices Yacine Aït-Sahalia ; Michael W. Brandt Cambridge, Mass. National Bureau of Economic Research 2008 46 S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 13854 Brandt, Michael W. Verfasser (DE-588)128773073 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 13854 (DE-604)BV002801238 13854 http://papers.nber.org/papers/w13854.pdf kostenfrei Volltext |
spellingShingle | Aït-Sahalia, Yacine Brandt, Michael W. Consumption and portfolio choice with option-implied state prices |
title | Consumption and portfolio choice with option-implied state prices |
title_auth | Consumption and portfolio choice with option-implied state prices |
title_exact_search | Consumption and portfolio choice with option-implied state prices |
title_exact_search_txtP | Consumption and portfolio choice with option-implied state prices |
title_full | Consumption and portfolio choice with option-implied state prices Yacine Aït-Sahalia ; Michael W. Brandt |
title_fullStr | Consumption and portfolio choice with option-implied state prices Yacine Aït-Sahalia ; Michael W. Brandt |
title_full_unstemmed | Consumption and portfolio choice with option-implied state prices Yacine Aït-Sahalia ; Michael W. Brandt |
title_short | Consumption and portfolio choice with option-implied state prices |
title_sort | consumption and portfolio choice with option implied state prices |
url | http://papers.nber.org/papers/w13854.pdf |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT aitsahaliayacine consumptionandportfoliochoicewithoptionimpliedstateprices AT brandtmichaelw consumptionandportfoliochoicewithoptionimpliedstateprices |