Mimicking Portfolios with Conditioning Information
Ferson, Wayne; Siegel, Andrew F.; Xu, Pisun (Tracy)
- 期刊名称Journal of Financial and Quantitative Analysis
- 作者Ferson, Wayne; Siegel, Andrew F.; Xu, Pisun (Tracy)
- 卷第41卷
- 期第3期
- 印刷ISSN0022-1090
- 电子ISSN1756-6916
- 文件大小215.06KB
- 发表时间2006-9
- DOI10.1017/s0022109000002556