The functional stochastic discount factor
Year of publication: |
2019
|
---|---|
Authors: | Tran, Ngoc-Khanh |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 9.2019, 4, p. 1-49
|
Subject: | Stochastic discount factor | dynamic term structure models | linear generating processes | forward premium puzzle | CAPM | Theorie | Theory | Zinsstruktur | Yield curve | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium |
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