Stochastic Discount Factor Bounds with Conditioning Information
Year of publication: |
February 2002
|
---|---|
Authors: | Ferson, Wayne E. |
Other Persons: | Siegel, Andrew (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | CAPM | Diskontierung | Discounting | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w8789 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w8789 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R., (2015)
-
Consumption-based asset pricing models
Mehra, Rajnish, (2012)
-
A forecast evaluation of expected equity return measures
Chin, Michael, (2015)
- More ...
-
Conditioning Variables and the Cross-Section of Stock Returns
Ferson, Wayne E., (1999)
-
Economic, Financial, and Fundamental Global Risk In and Out of the EMU
Ferson, Wayne E., (1999)
-
A Panel Regression Approach to Holdings-based Fund Performance Measures
Ferson, Wayne E., (2020)
- More ...