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  • Search: subject:"linear generating processes"
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CAPM 1 Derivat 1 Derivative 1 Discounting 1 Diskontierung 1 Risikoprämie 1 Risk premium 1 Stochastic discount factor 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Yield curve 1 Zinsstruktur 1 dynamic term structure models 1 forward premium puzzle 1 linear generating processes 1
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English 1
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Tran, Ngoc-Khanh 1
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The quarterly journal of finance 1
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The functional stochastic discount factor
Tran, Ngoc-Khanh - In: The quarterly journal of finance 9 (2019) 4, pp. 1-49
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