Volatility of the stochastic discount factor, and the distinction between risk-neutral and objective probability measures

Gurdip Bakshi; Zhiwu Chen; Erik Hjalmarsson

Year of publication:	05 Oct. 2004 ; [Elektronische Ressource]
Other Persons:	Bakshi, Gurdip S. (contributor) ; Chen, Zhiwu (contributor) ; Hjalmarsson, Erik (contributor)
Institutions:	Nationalekonomiska Institutionen <Göteborg> (contributor)
Publisher:	Göteborg : Dep. of Economics, Göteborg Univ.
Subject:	Wahrscheinlichkeitsrechnung \| Probability theory \| CAPM \| Schätzung \| Estimation \| Risikoneutralität \| Risk neutrality

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