Returns of claims on the upside and the viability of U-shaped pricing kernels
| Year of publication: |
2010
|
|---|---|
| Authors: | Bakshi, Gurdip ; Madan, Dilip ; Panayotov, George |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 97.2010, 1, p. 130-155
|