The functional stochastic discount factor
Ngoc-Khanh Tran
| Year of publication: |
2019
|
|---|---|
| Authors: | Tran, Ngoc-Khanh |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 9.2019, 4, p. 1-49
|
| Subject: | Stochastic discount factor | dynamic term structure models | linear generating processes | forward premium puzzle | Zinsstruktur | Yield curve | Theorie | Theory | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | CAPM | Risikoprämie | Risk premium | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139219500137 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012183345