Cost minimization and the stochastic discount factor
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Publication:993732
DOI10.1007/S10479-008-0469-0zbMath1233.91219OpenAlexW2045758572MaRDI QIDQ993732
John Quiggin, Robert G. Chambers
Publication date: 20 September 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-008-0469-0
Cites Work
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- Large Sample Properties of Generalized Method of Moments Estimators
- The valuation problem in arbitrage price theory
- Martingales and arbitrage in multiperiod securities markets
- Narrowing the no-arbitrage bounds
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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