Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
Top Cited Papers
- 1 February 2002
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 57 (1) , 369-403
- https://doi.org/10.1111/1540-6261.00425
Abstract
No abstract availableKeywords
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