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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001448004
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000970980
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000982923
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Pricing kernels and dynamic portfolios
Henrotte, Philippe - 2002
Persistent link: https://www.econbiz.de/10001733418
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - In: Journal of financial economics 64 (2002) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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The pricing kernel in options
Heston, Steven L.; Jacobs, Kris; Kim, Hyung Joo - 2023
Persistent link: https://www.econbiz.de/10014385050
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ELW pricing kernel and empirical risk aversion
Kim, Jun Sik; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 21 (2014) 4/6, pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
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Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
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Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt
Maack, Diether - 2012
Persistent link: https://www.econbiz.de/10009554493