Is the Volatility of the Market Price of Risk Due to...

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Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Re-Balancing?

Chien, YiLi, Cole, Harold L., Lustig, Hanno N.
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1554741
File:
PDF, 584 KB
english, 2010
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