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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+Nonparametric option pricing under shape restrictions
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+Recovery with Unbounded Diffusion Processes*
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+A tale of two option markets: pricing kernels and volatility risk
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+Post-'87 crash fears in the S\&P 500 futures option market
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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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+Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs.
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+Stochastic Dominance Bounds on American Option Prices in Markets with Frictions
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+A Smooth Model of Decision Making under Ambiguity
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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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+Empirical assessment of an intertemporal option pricing model with latent variables.
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+Time Dependent Relative Risk Aversion
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+Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
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+Testing monotonicity of pricing kernels
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+Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle*
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+Three Solutions to the Pricing Kernel Puzzle*
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Market Timing with Option-Implied Distributions: A Forward-Looking Approach
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+Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?
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+What is the Expected Return on the Market?*
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+The Probability Weighting Function
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+Co-monotonicity of optimal investments and the design of structured financial products
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+Q4727203
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+Advances in prospect theory: cumulative representation of uncertainty
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