Mimicking portfolios with conditioning information

Journal of Financial and Quantitative Analysis

Volumn 41, Issue 3, 2006, Pages 607-635

  Ferson, Wayne ^a   Siegel, Andrew F ^b   Xu, Pisun ^b  

^a BOSTON COLLEGE   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748873507     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0022109000002556     Document Type: Article

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