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

Harvard Dataverse2025-06-04 更新2026-04-09 收录

经济均衡模型

期货对冲策略

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".

创建时间：

2025-01-01

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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