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1
Le taux d'actualisation contre le principe de précaution? : Leçons à partir du cas des politiques climatiques
Lecocq, Franck
;
Hourcade, Jean-Charles
- In:
L' Actualité économique : revue trimest.
80
(
2004
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10002672597
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2
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
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3
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
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4
Risk
-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590
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5
A simple GDP-based model for public investments at
risk
Lapeyre, Bernard
;
Quinet, Emile
- In:
Journal of benefit-cost analysis : JBCA
8
(
2017
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10011664593
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6
The tractable "quadratic" class of growth and interest rate processes
Gabaix, Xavier
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003431164
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7
Risikoadäquate Renditeerwartungen und risikoneutrale Kapitalanlagenbewertung
Cottin, Claudia
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003688814
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8
An alternative nonparametric tail
risk
measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
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9
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
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10
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
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