Dynamic Asset Allocation with Event Risk

Journal of Finance

Volumn 58, Issue 1, 2003, Pages 231-259

  Liu, Jun ^a   Longstaff, Francis A ^a   Pan, Jun ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142219266     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00523     Document Type: Article

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