Yacine Aït-Sahalia

According to our database, Yacine Aït-Sahalia authored at least 2 papers between 1995 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

Robust consumption and portfolio policies when asset prices can jump.

Yacine Aït-Sahalia, Felix Matthys

J. Econ. Theory, 2019

1995

Nonparametric estimation of state-price densities implicit in financial asset prices.

Yacine Aït-Sahalia, Andrew W. Lo

Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering, 1995