Asset Prices and Time-Varying Risk

Nopic
Observers have often characterized asset markets as being subject to periods of tranquility and periods of turbulence. Until recently, however, researchers were unable to produce closed-form asset pricing formulas in a model environment of time-varying risk. Some work by Abel provided us with the insights needed to produce such formulas. This... READ MORE...

Publication date: May 1988
ISBN 9781451975437
$10.00

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Publication date: May 1988

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