search query: @author Aït-Sahalia, Y. / total: 5
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1.
Variable selection for portfolio choice
Journal of Finance
2001 : AUG, VOL. 56:4, p. 1297-1355
 2001 Aït-Sahalia, Y.
Brandt, M.W.
2.
Nonparametric risk management and implied risk aversion
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 9-51
 2000 Ait-Sahalia, Y.
Lo, A, W.
3.
Nonparametric estimation of state-price densities implicit in financial asset prices.
Journal of Finance
1998 : APR, VOL. 53:2, p. 499-547
 1998 Ait-Sahalia, Y.
Lo, A. W.
4.
Dynamic equilibrium and volatility in financial asset markets
Journal of Econometrics
1998 : MAY, VOL. 84:1, p. 93-127
 1998 Aït-Sahalia, Y.
5.
Nonparametric pricing of interest rate derivateive securities.
Econometrica
1996 : MAY, VOL. 64:3, p. 527-560
 1996 Ait-Sahalia, Y.
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