Open AccessConsumption and Portfolio Choice with Option-Implied State Prices
Author(s) -
Yacine Aı̈t-Sahalia,
Michael W. Brandt
Publication year - 2008
Language(s) - English
Resource type - Reports
DOI - 10.3386/w13854
Subject(s) - portfolio , economics , consumption (sociology) , financial economics , state (computer science) , econometrics , computer science , social science , algorithm , sociology