*001896872
*00520250613174207.0
*007ta
*008020429s1997    xxu           000 u eng d
*00900819cam a22002297c 4500
*019  $bl
*035  $a(EXLNZ-47BIBSYS_NETWORK)990209779724702201
*035  $a(NO-LaBS)14467901(bibid)
*035  $a(NO-TrBIB)020977972
*035  $a020977972-47bibsys_network
*040  $aNO-TrBIB$bnob$ekatreg
*24500$aOption hedging using empirical pricing kernels
*260  $aCambridge, Mass.$bNBER$c1997
*300  $a21,[13] s.
*4901 $aNBER working paper series$v6222
*7001 $aEngle, Robert F.$_32270200
*7001 $aRosenberg, Joshua$_114932300
*7102 $aNational Bureau of Economic Research (Forente Stater)$_13074800
*7760 $tOption hedging using empirical pricing kernels$w991028143504702201
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v6222$w999105437124702201$_13074900
*901  $a60
*999  $aoai:nb.bibsys.no:990209779724702202$b2021-11-14T20:57:38Z$z990209779724702202
^