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Dynamic asset allocation with event risk / Jun Liu, Francis A. Longstaff, Jun Pan

Author:: Liu, Jun
Published:: Cambridge, MA : National Bureau of Economic Research, [2002]
Copyright Date:: ©2002
Physical Description:: 34 pages, 7 unnumbered pages : illustrations ; 22 cm.
Additional Creators:: Longstaff, Francis A., 1956-, Pan, Jun, and National Bureau of Economic Research

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papers.nber.org , Click here to download PDF file

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Series:

Working paper series (National Bureau of Economic Research) ; working paper no. 9103

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Note:

"August 2002."

Bibliography Note:

Includes bibliographical references (pages 31-34).

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Also available in PDF from the NBER world wide web site (www.nber.org).

View MARC record | catkey: 2340626