Harry J. Turtle

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modeling Conditional Covariances With Economic Information Instruments
Journal of Business and Economic Statistics
2025-01-20Paper
On the market price of risk
Mathematics and Financial Economics
2021-09-28Paper
A mean-variance analysis of self-financing portfolios
Management Science
2012-02-19Paper
Temporal dependence in asset pricing models
Economics Letters
1994-08-29Paper


Research outcomes over time


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