Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
A Non-Linear Market Model
Tobias Sichert
Stockholm School of Economics
Discussant: Martijn Boons (Nova University Lisbon)
A Joint Factor Model for Bonds, Stocks, and Options
Heiner Beckmeyer1, Turan G. Bali2, Amit Goyal3
1University of Muenster; 2Georgetown University; 3University of Lausanne and Swiss Finance Institute
Discussant: Marcel Müller (Karlsruhe Institute of Technology)
