The pricing kernel puzzle : survey and outlook
Horatio Cuesdeanu, Jens Carsten Jackwerth
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-017-0317-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012019345