Open AccessThree Solutions to the Pricing Kernel Puzzle
Author(s) -
Thorsten Hens,
Christian Reichlin
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1582888
Subject(s) - stochastic discount factor , economics , kernel (algebra) , rational pricing , econometrics , capital asset pricing model , financial economics , microeconomics , mathematical economics , mathematics , combinatorics
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