Pricing kernel monotonicity and conditional information
Year of publication: |
February 2018
|
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Authors: | Linn, Matthew ; Shive, Sophie ; Shumway, Tyler |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 2, p. 493-531
|
Subject: | CAPM | Börsenkurs | Share price | Nichtparametrische Schätzung | Nonparametric estimation | Optionsgeschäft | Option trading | Kapitalmarktrendite | Capital market returns | Aktienindex | Stock index | Index-Futures | Index futures | Theorie | Theory | USA | United States | 1996-2014 |
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