Replication Code for "An Equilibrium Model of Imperfect Hedging: Transaction Costs, Heterogeneity in Risk Aversion, and Return Volatility"

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衍生品对冲模型

资产定价均衡

数据链接：

https://doi.org/10.7910/DVN/TCDKM3 数据链接链接失效反馈

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资源简介：

The replication package contains the code for "An Equilibrium Model of Imperfect Hedging: Transaction Costs, Heterogeneity in Risk Aversion, and Return Volatility".

创建时间：

2025-06-04

Replication Code for "An Equilibrium Model of Imperfect Hedging: Transaction Costs, Heterogeneity in Risk Aversion, and Return Volatility"

资源简介：

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