Large sample estimators of the stochastic discount factor
Year of publication: |
2024
|
---|---|
Authors: | Kim, Soohun ; Korajczyk, Robert A. |
Subject: | asset pricing | factor structure | stochastic discount factor | Diskontierung | Discounting | CAPM | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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