The pricing kernel puzzle: survey and outlook (Q1669867): Difference between revisions

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+Nonparametric risk management and implied risk aversion
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+The market for crash risk
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+Measure preserving derivatives and the pricing kernel puzzle
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+SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION
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+Option pricing when underlying stock returns are discontinuous
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+Empirical reverse engineering of the pricing kernel.
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+The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
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+The pricing kernel puzzle: survey and outlook
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
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+Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle*
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+Publication:1669867