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
Pages
22
From page
561
To page
582
Keywords
Time-varying risk premium , Mean-variance optimization , Hedging , Foreign exchange
Journal title
Journal of International Money and Finance
Serial Year
2000
Journal title
Journal of International Money and Finance
Record number
191252
Link To Document