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subject:"CAPM"
~isPartOf:"International review of financial analysis"
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CAPM
Discounting
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Stochastic process
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Stochastischer Prozess
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Capital income
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Abad Díaz, David
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Nieto Domenech, Belen
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Pascual, Roberto
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Rubio, Gonzalo
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International review of financial analysis
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
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Journal of financial economics
7
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Finance research letters
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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The review of financial studies
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Fisher College of Business working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Finance and stochastics
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Georgia Tech Scheller College of Business Research Paper
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Journal of emerging market finance
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Swiss Finance Institute Research Paper
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Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
2
The reduced-rank beta in linear stochastic discount factor models
Sun, Yang
;
Zhang, Xuan
;
Zhang, Zhekai
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472971
Saved in:
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