Testing monotonicity of pricing kernels (Q1621677)
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scientific article; zbMATH DE number 6976001
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing monotonicity of pricing kernels |
scientific article; zbMATH DE number 6976001 |
Statements
Testing monotonicity of pricing kernels (English)
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9 November 2018
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monotonicity
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pricing kernel
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risk aversion
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0.7904875874519348
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0.740955114364624
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0.7168279886245728
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0.7124367952346802
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0.7095084190368652
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