Essays on Risk Sharing and Pricing

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2012. === Cataloged from PDF version of thesis. === Includes bibliographical references. === This thesis consists of three chapters in asset pricing. Chapter 1 considers an international asset pricing setting with tr...

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Bibliographic Details
Main Author: Tran, Ngoc-Khanh
Other Authors: Leonid Kogan, Hui Chen, and Adrien Verdelhan.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2013
Subjects:
Online Access:http://hdl.handle.net/1721.1/77477