Title of article :
Estimation and simulation of risk premia in equity and foreign exchange markets
Author/Authors :
Inbae Kim، نويسنده , , Michael K. Salemi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Keywords :
Time-varying risk premium , Mean-variance optimization , Hedging , Foreign exchange
Journal title :
Journal of International Money and Finance
Journal title :
Journal of International Money and Finance
