TESTING FOR THE PRESENCE OF TIME-VARYING RISK PREMIUM USING A MEAN-CONDITIONAL-VARIANCE OPTIMIZATION MODEL

✍ Scribed by Yerima Lawan Ngama

• Book ID: 115232821
• Publisher: John Wiley and Sons
• Year: 2009
• Tongue: English
• Weight: 196 KB
• Volume: 56
• Category: Article
• ISSN: 0140-5543
• DOI: 10.1111/j.1468-0084.1994.mp56002005.x