NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"ariable d'été"" "subject:"aariable d'été""

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Asymmetry risk, state variables and stochastic discount factor specification in asset pricing models

Chabi-Yo, Fousseni January 2004 (has links)
Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.
Variable d'état
Modèle d'arbre
Choix de portefeuille
Énigme de l'aversion pour le risque
Asymétrie
Facteur d'actualisation stochastique

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