Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Re-Balancing?
Chien, YiLi, Cole, Harold L., Lustig, Hanno N.Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1554741
File:
PDF, 584 KB
english, 2010