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~subject:"volatility of the stochastic discount factor"
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volatility of the stochastic discount factor
Hansen-Jagannathan bounds
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Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures
Bakshi, Gurdip
;
Chen, Zhiwu
;
Hjalmarsson, Erik
-
Nationalekonomiska institutionen, Handelshögskolan
-
2005
stochastic discount factor. This theoretical result gives an alternative interpretation to the
Hansen-Jagannathan
bounds
: they …
Persistent link: https://www.econbiz.de/10005423928
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