Volatility and the pricing kernel
Year of publication: |
[2022] ; This draft: January 31, 2022
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Authors: | Schreindorfer, David ; Sichert, Tobias |
Publisher: |
Stockholm, Sweden : Swedish House of Finance |
Subject: | Pricing kernel | volatility | risk-return trade-off | equity index options | habits | long-run risks | rare disasters | incomplete markets | Volatilität | Volatility | Risikoprämie | Risk premium | Risiko | Risk | CAPM | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Index-Futures | Index futures | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
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Series: | Swedish House of Finance research paper. - Stockholm, Sweden : Swedish House of Finance, ZDB-ID 3057987-9. - Vol. No. 21-22 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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