We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian … model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies …

We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian … model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies …

A modified dynamic model averaging framework, which allows for inferences regarding the shifting relevance and …

A modified dynamic model averaging framework, which allows for inferences regarding the shifting relevance and …

A modified dynamic model averaging framework, which allows for inferences regarding the shifting relevance and …

A modified dynamic model averaging framework, which allows for inferences regarding the shifting relevance and …

aggregate the opinion of multiple decision-makers, a hybrid averaging operation based on weighted averaging and ordered weighted … averaging (OWA) operations is employed for a collective decision environment. To calculate the fuzzy priority weight vectors in …

aggregate the opinion of multiple decision-makers, a hybrid averaging operation based on weighted averaging and ordered weighted … averaging (OWA) operations is employed for a collective decision environment. To calculate the fuzzy priority weight vectors in …

. Our contribution to other meta-analyses on this topic involves the use of Bayesian and Frequentist model averaging to …