Nonparametric risk management and implied risk aversion
By: Yacine Aït-Sahalia, Andrew W. Lo.
Contributors: Lo, Andrew W.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6130; Working paper series (National Bureau of Economic Research) -- working paper no. 6130.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 44
Subjects: Risk management -- Econometric models.; Equilibrium (Economics) -- Econometric models.
Notes: "August 1997."

JEL no. G12, G13, C14.

Includes bibliographical references (p. 35-38).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Financial support from the National Science Foundation.