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Search: subject:"stochastic discount factors"
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stochastic discount factors
17
CAPM
16
Theorie
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Discounting
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Diskontierung
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13
Stochastic discount factors
10
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6
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Peñaranda, Francisco
6
Sentana, Enrique
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Bakshi, Gurdip S.
5
Kleibergen, Frank
5
Chabi-Yo, Fousseni
3
Almeida, Caio
2
Evans, Martin D. D.
2
Ferson, Wayne E.
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Garcia, René
2
Smith, Peter N
2
Bakshi, Gurdip
1
Branger, Nicole
1
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1
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1
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1
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Ehrenmann, A.
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Gao, Xiaohui
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Kan, Raymond
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Stafylas, Dimitrios
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Sutcliffe, Charles M. S.
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Ye, Xiaoxia
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ECONIS (ZBW)
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subject:"stochastic discount factor"
(258 results)
1
Portfolio management with big data
Peñaranda, Francisco
;
Sentana, Enrique
-
2024
Persistent link: https://www.econbiz.de/10015064938
Saved in:
2
Portfolio management with big data
Peñaranda, Francisco
;
Sentana, Enrique
-
2024
Persistent link: https://www.econbiz.de/10015049063
Saved in:
3
Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures
Chorro, Christophe
;
Rahantamialisoa, H. Fanirisoa Zazaravaka
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 902-941
Persistent link: https://www.econbiz.de/10013460032
Saved in:
4
Long-term yields implied by stochastic discount factor decompositions
Cordeiro, Fernando
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012210606
Saved in:
5
Hedge fund strategies, performance &diversification : a portfolio theory & stochastic discount factor approach
Newton, David P.
;
Platanakis, Emmanouil
;
Stafylas, Dimitrios
- In:
The British accounting review : the journal of the …
53
(
2021
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013041238
Saved in:
6
International
stochastic
discount
factors
and covariance risk
Branger, Nicole
;
Herold, Michael
;
Muck, Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
Saved in:
7
A theory of dissimilarity between
stochastic
discount
factors
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Panayotov, George
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4602-4622
Persistent link: https://www.econbiz.de/10012624646
Saved in:
8
Studying the implications of consumption and asset return data for
stochastic
discount
factors
in incomplete international economies
Bakshi, Gurdip S.
;
Cerrato, Mario
;
Crosby, John
-
2017
Persistent link: https://www.econbiz.de/10011583440
Saved in:
9
External balances, trade and financial conditions
Evans, Martin D. D.
-
2016
Persistent link: https://www.econbiz.de/10011484846
Saved in:
10
New entropy restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
Saved in:
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