Pages that link to "Item:Q4554078"

The following pages link to Three Solutions to the Pricing Kernel Puzzle* (Q4554078):

Displaying 10 items.

• Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
• Rationalizing investors' choices (Q492872) (← links)
• The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Functional Ross recovery: theoretical results and empirical tests (Q2338541) (← links)
• Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
• Option augmented density forecasts of market returns with monotone pricing kernel (Q4554445) (← links)
• The shape of small sample biases in pricing kernel estimations (Q4555119) (← links)
• Optimal payoffs under state-dependent preferences (Q4683070) (← links)
• NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING (Q5255870) (← links)