| LDR | | 01837nam u200385 4500 |
| 001 | | 000000421888 |
| 005 | | 20190215165702 |
| 008 | | 181129s2018 |||||||||||||||||c||eng d |
| 020 | |
▼a 9780438096226 |
| 035 | |
▼a (MiAaPQ)AAI10830121 |
| 035 | |
▼a (MiAaPQ)ucla:17084 |
| 040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 247004 |
| 082 | 0 |
▼a 658 |
| 100 | 1 |
▼a Kiefer, Patrick Christian. |
| 245 | 10 |
▼a Essays on Asset Pricing and Financial Institutions. |
| 260 | |
▼a [S.l.]:
▼b University of California, Los Angeles.,
▼c 2018. |
| 260 | 1 |
▼a Ann Arbor:
▼b ProQuest Dissertations & Theses,
▼c 2018. |
| 300 | |
▼a 183 p. |
| 500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-11(E), Section: A. |
| 500 | |
▼a Adviser: Mark Grinblatt. |
| 502 | 1 |
▼a Thesis (Ph.D.)--University of California, Los Angeles, 2018. |
| 520 | |
▼a 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 |
| 520 | |
▼a 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 |
| 590 | |
▼a School code: 0031. |
| 650 | 4 |
▼a Finance. |
| 690 | |
▼a 0508 |
| 710 | 20 |
▼a University of California, Los Angeles.
▼b Management (MS/PHD) 0535. |
| 773 | 0 |
▼t Dissertation Abstracts International
▼g 79-11A(E). |
| 773 | |
▼t Dissertation Abstract International |
| 790 | |
▼a 0031 |
| 791 | |
▼a Ph.D. |
| 792 | |
▼a 2018 |
| 793 | |
▼a English |
| 856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14999392
▼n KERIS
▼z 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
| 980 | |
▼a 201812
▼f 2019 |
| 990 | |
▼a ***1012033 |