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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
Persistent link: https://www.econbiz.de/10009508879
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Optimal measure preserving derivatives revisited
Beare, Brendan K. - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 370-388
Persistent link: https://www.econbiz.de/10014278673
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Option augmented density forecasts of market returns with monotone pricing kernel
Beare, Brendan K.; Dossani, Asad - In: Quantitative finance 18 (2018) 4, pp. 623-635
Persistent link: https://www.econbiz.de/10011906445