Development of an econometric model for dynamic management of recession risk in equity portfolios : construction of an empirical measure of time-varying recession risk : estimation of cross-sectional differences in recession risk exposure among equities and associated differences in risk premia

Thesis (M. Fin.)--Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2011.

Bibliographic Details
Main Author:	Chousakos, Kyriakos
Other Authors:	Leonid Kogan.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2011
Subjects:	Sloan School of Management. Master of Finance Program.
Online Access:	http://hdl.handle.net/1721.1/66174

Internet

http://hdl.handle.net/1721.1/66174