Estimating the stochastic discount factor without a utility function

Fabio Araujo; João Victor Issler; Marcelo Fernandes

Year of publication:	Mar. 2005
Other Persons:	Araújo, Fabio (contributor) ; Issler, João Victor (contributor) ; Fernandes, Marcelo (contributor)
Publisher:	Rio de Janeiro : EPGE
Subject:	Diskontierung \| Discounting \| Stochastischer Prozess \| Stochastic process \| Nutzenfunktion \| Utility function \| CAPM \| Schätztheorie \| Estimation theory \| Nutzen \| Utility

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