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Yacine Aït-Sahalia

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Journal Articles

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2019
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Yacine Aït-Sahalia, Felix Matthys:
Robust consumption and portfolio policies when asset prices can jump. J. Econ. Theory 179: 1-56 (2019)

Conference and Workshop Papers

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1995
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Yacine Aït-Sahalia, Andrew W. Lo:
Nonparametric estimation of state-price densities implicit in financial asset prices. CIFEr 1995: 2-5

Coauthor Index

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