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Home | Events Archive | Stochastic Volatility Implies Fourth-Degree Risk Dominance: Applications to Asset Pricing
Seminar

Stochastic Volatility Implies Fourth-Degree Risk Dominance: Applications to Asset Pricing


  • Series
    Array
  • Speaker(s)
    Christian Gollier (Toulouse School of Economics, France)
  • Field
    Complexity
  • Location
    Rotterdam
  • Date and time

    March 21, 2017
    00:00