Essays on Asset Pricing and Portfolio Choice

Essays on Asset Pricing and Portfolio Choice
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Publisher :
Total Pages : 113
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ISBN-10 : OCLC:861969026
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Book Synopsis Essays on Asset Pricing and Portfolio Choice by : Benjamin Jonen

Download or read book Essays on Asset Pricing and Portfolio Choice written by Benjamin Jonen and published by . This book was released on 2012 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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In the Ơ̐1rst essay, I decompose inƠ̐2ation risk into (i) a part that is correlated with real returns on the market portfolio and factors that determine inv