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

Name: Replication Code for "An Equilibrium Model of Imperfect Hedging: Transaction Costs, Heterogeneity in Risk Aversion, and Return Volatility"
Creator: Harvard Dataverse
Published: 2025-01-04T11:57:58+08:00

DataCite Commons2025-01-06 更新2025-04-15 收录

金融经济学

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数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi: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".

提供机构：

Harvard Dataverse

创建时间：

2025-01-04