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Probability weighting functions implied in options prices
Polkovnichenko, Valery; Zhao, Feng - In: Journal of financial economics 107 (2013) 3, pp. 580-609
Persistent link: https://www.econbiz.de/10009730600
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Evaluating asset pricing models using the second Hansen-Jagannathan distance
Li, Haitao; Xu, Yuewu; Zhang, Xiaoyan - In: Journal of financial economics 97 (2010) 2, pp. 279-301
Persistent link: https://www.econbiz.de/10008648200
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Reduced-form valuation of callable corporate bonds : theory and evidence
Jarrow, Robert A.; Li, Haitao; Liu, Sheen; Wu, Chunchi - In: Journal of financial economics 95 (2010) 2, pp. 227-248
Persistent link: https://www.econbiz.de/10003939586
Cover Image
Probability weighting functions implied in options prices
Polkovnichenko, Valery; Zhao, Feng - In: Journal of financial economics 107 (2013) 3, pp. 580-609
Persistent link: https://www.econbiz.de/10010087686
Cover Image
Evaluating asset pricing models using the second Hansen-Jagannathan distance
Li, Haitao; Xu, Yuewu; Zhang, Xiaoyan - In: Journal of financial economics 97 (2010) 2, pp. 279-302
Persistent link: https://www.econbiz.de/10008418076