자료유형 | E-Book |
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개인저자 | Kiefer, Patrick Christian. |
단체저자명 | University of California, Los Angeles. Management (MS/PHD) 0535. |
서명/저자사항 | Essays on Asset Pricing and Financial Institutions. |
발행사항 | [S.l.] : University of California, Los Angeles., 2018 |
발행사항 | Ann Arbor : ProQuest Dissertations & Theses, 2018 |
형태사항 | 183 p. |
소장본 주기 | School code: 0031. |
ISBN | 9780438096226 |
일반주기 |
Source: Dissertation Abstracts International, Volume: 79-11(E), Section: A.
Adviser: Mark Grinblatt. |
요약 | Forecasts of risk prices at alternative time scales can be used to consolidate history dependence in asset return time series. The resulting Markovian structure identifies a martingale component in the latent transition dynamics. I apply the mod |
요약 | Incomplete human capital markets induce unexpected rebalancing costs that are mitigated by a bank. Ex-ante, the bank exchanges risky endowments for demandable liabilities. An ex-post withdrawal corresponds to exercising a put option on the marke |
일반주제명 | Finance. |
언어 | 영어 |
기본자료 저록 | Dissertation Abstracts International79-11A(E). Dissertation Abstract International |
대출바로가기 | http://www.riss.kr/pdu/ddodLink.do?id=T14999392 |