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ArticleTime-varying risk premia

Robert M. Anderson2011

Article2011

Time-varying risk premia

Robert M. Anderson

25 citations·0/0 files stored·Journal of Mathematical Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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2012The Econometrics of Financial Markets 1997The Econometrics of Financial Markets 1986The Price Equilibrium Existence Problem in Topological Vector Lattices 20165. The Price Equilibrium Existence Problem in Topological Vector Lattices

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Year2011

Typearticle

Published2011-03-16

VenueJournal of Mathematical Economics

ISSN-L0304-4068

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jmateco.2010.12.010

openalex_workW2003600196

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