Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set |
scientific article |
Statements
Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (English)
0 references
21 July 2020
0 references
pricing kernel
0 references
real world measure
0 references
fundamental theorems of asset pricing
0 references
risk premium
0 references
0 references
0 references
