A Microeconomic Explanation of the EPK Paradox
Year of publication: |
2009-02
|
---|---|
Authors: | Härdle, Wolfgang ; Krätschmer, Volker ; Moro, Rouslan |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Pricing kernel | representative agent | empirical pricing kernel | epk paradox | state dependent utilities | switching points |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2009-010 30 pages |
Classification: | D01 - Microeconomic Behavior: Underlying Principles ; D58 - Computable and Other Applied General Equilibrium Models ; C02 - Mathematical Methods ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
A microeconomic explanation of the EPK paradox
Härdle, Wolfgang Karl, (2009)
-
Reference Dependent Preferences and the EPK Puzzle
Grith, Maria, (2013)
-
Reference dependent preferences and the EPK puzzle
Grith, Maria, (2013)
- More ...
-
Graphical Data Representation in Bankruptcy Analysis
Härdle, Wolfgang, (2006)
-
Empirical Pricing Kernels and Investor Preferences
Detlefsen, Kai, (2007)
-
Estimating Probabilities of Default With Support Vector Machines
Härdle, Wolfgang, (2007)
- More ...