Nonparametric risk management and implied risk aversion /

Nonparametric risk management and implied risk aversion /

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Bibliographic Details
Author / Creator:	Aït-Sahalia, Yacine.
Imprint:	Chicago : Center for Research in Security Prices, Graduate School of Business, University of Chicago, 1997.
Description:	44, [4] leaves ; 28 cm.
Language:	English
Series:	Working paper series ; W.P. 468 Working paper series (University of Chicago. Center for Research in Security Prices) ; W.P. 468.
Subject:	Risk management -- Econometric models. Equilibrium (Economics) -- Econometric models. Equilibrium (Economics) -- Econometric models. Risk management -- Econometric models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5928203

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Other authors / contributors:	Lo, Andrew W. (Andrew Wen-Chuan)
Notes:	"First draft: April 2, 1997. Latest revision: June 27, 1997." Includes bibliographical references.

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Call Number:	HG4501.W68 no.468
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