The pricing kernel puzzle : survey and outlook
Year of publication: |
2018
|
---|---|
Authors: | Cuesdeanu, Horatio ; Jackwerth, Jens Carsten |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 14.2018, 3, p. 289-329
|
Subject: | Options | Pricing kernel puzzle | S&P 500 | Stochastic discount factor | CAPM | Optionspreistheorie | Option pricing theory | Diskontierung | Discounting | Risikopräferenz | Risk attitude | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process |
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