Benjamin Jonen

University of Zurich

Rämistrasse 71

Zürich, CH-8006

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

202

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Multivariate Markov Chain Approximations

Number of pages: 25 Posted: 11 Mar 2013
Simon Scheuring and Benjamin Jonen
University of Zurich - Department of Banking and Finance and University of Zurich
Downloads 119 (272,776)

Abstract:

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Markov chain approximation, Asset Pricing, Macroeconomics, Dynamic Programming

2.

Time-Varying International Diversification and the Forward Premium

Number of pages: 29 Posted: 21 Mar 2011 Last Revised: 08 Jun 2013
Benjamin Jonen and Simon Scheuring
University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 83 (346,078)

Abstract:

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Forward Premium, Habits, International Diversification