The Term Structure of the Price of Variance Risk

Author: D Amengual, G Bakshi, G Curatola, G M Constantinides, H Choi, I Dew-Becker, I.-H Cheng, J A Wachter, J D Coval, J Van Binsbergen, J Van Binsbergen, J Van Binsbergen, J Y Campbell, L Barras, L G Epstein, M Andries, M Andries, Marianne Andries, Martin C. Schmalz, P Carr, P Christoffersen, R Bansal, R Bansal, S Giglio, S Heston, S Heston, Thomas M. Eisenbach, Y Ait-Sahalia, Yichuan Wang
Publisher: Elsevier BV

ABOUT BOOK

Abstract is not available.

Privacy Policy
Powered by: