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  • Search: subject:"Ryff’s decomposition"
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Hardy–Littlewood inequality 1 Payoff distribution pricing model 1 Pricing kernel puzzle 1 Ryff’s decomposition 1
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Beare, Brendan K. 1
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Journal of Mathematical Economics 1
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Measure preserving derivatives and the pricing kernel puzzle
Beare, Brendan K. - In: Journal of Mathematical Economics 47 (2011) 6, pp. 689-697
measure preserving derivative. The optimal measure preserving derivative is the permutation appearing in Ryff’s decomposition …
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