Asymmetry risk, state variables and stochastic discount factor specification in asset pricing models

Chabi-Yo, Fousseni

dc.contributor.advisor	Renault, Éric
dc.contributor.advisor	Garcia, René
dc.contributor.author	Chabi-Yo, Fousseni
dc.date.accessioned	2006-09-21T15:59:00Z
dc.date.available	2006-09-21T15:59:00Z
dc.date.issued	2005
dc.date.submitted	2004
dc.identifier.uri	http://hdl.handle.net/1866/179
dc.subject	Variable d'état
dc.subject	Modèle d'arbre
dc.subject	Choix de portefeuille
dc.subject	Énigme de l'aversion pour le risque
dc.subject	Énigme du facteur d'actualisation stochastique
dc.subject	Asymétrie
dc.subject	Facteur d'actualisation stochastique
dc.title	Asymmetry risk, state variables and stochastic discount factor specification in asset pricing models
dc.type	Thèse ou mémoire / Thesis or Dissertation
etd.degree.discipline	Sciences économiques	fr
etd.degree.grantor	Université de Montréal	fr
etd.degree.level	Doctorat / Doctoral
etd.degree.name	Ph. D.
dcterms.description	Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.	fr
dcterms.language	eng

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Thèses et mémoires électroniques de l’Université de Montréal [24263]
Faculté des arts et des sciences – Département de sciences économiques - Thèses et mémoires [333]

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