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Nonparametric estimation and testing of stochastic discount factor
Fang, Ying; Ren, Yun; Yuan, Yufei - In: Finance research letters 8 (2011) 4, pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
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Extending the Hansen-Jagannathan distance measure of model misspecification
Xu, Yuewu; Yao, Xiangkun - In: Finance research letters 29 (2019), pp. 384-392
Persistent link: https://www.econbiz.de/10012419240
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Heterogeneous beliefs and diversification discount
Tong, Zhuoyuan; Wei, Xu - In: Finance research letters 27 (2018), pp. 148-153
Persistent link: https://www.econbiz.de/10012006831
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Robust asset pricing with stochastic hyperbolic discounting
Wang, Haijun - In: Finance research letters 21 (2017), pp. 178-185
Persistent link: https://www.econbiz.de/10011807766
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Asset pricing models in emerging markets : factorial approaches vs. information stochastic discount factor
González Sánchez, Mariano - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013341609
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A parsimonious analytically specified general equilibrium structure that spans discount rates
Obrimah, Oghenovo Adewale - In: Finance research letters 62 (2024) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014531158
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Potential pricing factors in the Korean market
Bang, Jeongseok; Kang, Yeonchan; Ryu, Doojin - In: Finance research letters 67 (2024) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10015063069
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Longevity bond pricing under the threshold CIR model
Dong, Fangyuan; Wong, Hoi Ying - In: Finance research letters 15 (2015), pp. 195-207
Persistent link: https://www.econbiz.de/10011553193
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Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 5 (2008) 4, pp. 204-212
Persistent link: https://www.econbiz.de/10003786342
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Effect of lifetime uncertainty on consumption/investment with luxury bequest motives
Choi, Sungsub; Kim, Sungjun; Shim, Gyoocheol - In: Finance research letters 17 (2016), pp. 275-279
Persistent link: https://www.econbiz.de/10011596564