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Essays on Asset Pricing and Financial Institutions
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Essays on Asset Pricing and Financial Institutions. |
| 개인저자 | Kiefer, Patrick Christian. |
| 단체저자명 | University of California, Los Angeles. Management (MS/PHD) 0535. |
| 발행사항 | [S.l.]: University of California, Los Angeles., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 183 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-11A(E). Dissertation Abstract International |
| ISBN | 9780438096226 |
| 학위논문주기 | Thesis (Ph.D.)--University of California, Los Angeles, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-11(E), Section: A.
Adviser: Mark Grinblatt. |
| 요약 | Forecasts of risk prices at alternative time scales can be used to consolidate history dependence in asset return time series. The resulting Markovian structure identifies a martingale component in the latent transition dynamics. I apply the mod |
| 요약 | Incomplete human capital markets induce unexpected rebalancing costs that are mitigated by a bank. Ex-ante, the bank exchanges risky endowments for demandable liabilities. An ex-post withdrawal corresponds to exercising a put option on the marke |
| 일반주제명 | Finance. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
