The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis
Citation
Durand, R.B., Maller, R A., Mueller, G. 2011, 'The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis', Journal of Empirical Finance, 18, 306--320.Year
2011ANU Authors
Field of Research
- International Economics And International Finance