The shape of small sample biases in pricing kernel estimations (Q4555119): Difference between revisions

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+https://doi.org/10.1080/14697688.2016.1258486
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+Nonparametric risk management and implied risk aversion
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+On extracting information implied in options
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+Generalized autoregressive conditional heteroscedasticity
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+Q3125064
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+Testing monotonicity of pricing kernels
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+Q3999325
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+Nonparametric and semiparametric models.
@@ Property / cites work: Nonparametric and semiparametric models. / rank @@
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+Three Solutions to the Pricing Kernel Puzzle*
@@ Property / cites work: Three Solutions to the Pricing Kernel Puzzle* / rank @@
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+Estimation for Markowitz Efficient Portfolios
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+Q4727203
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+Publication:4555119