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Browsing by Author "Handel, Michael"
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2005-12-08MasterarbeitThe Dynamics of Pricing Kernels and Relative Risk Aversion Handel, MichaelRisk management and the thorough understanding of the relations between financial markets and the standard theory of macroeconomics have always been among the topics most addressed by researchers, both financial mathematicians ...
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2006-03-13BuchTime Dependent Relative Risk Aversion Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang KarlRisk management and the thorough understanding of the relations between financial markets and the standard theory of macroeconomics have always been among the topics most addressed by researchers, both financial mathematicians ...