Empirical pricing kernels

• 1 June 2002
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 64  (3) , 341-372
• https://doi.org/10.1016/s0304-405x(02)00128-9

Abstract

Keywords

• G12
• G13
• C50
• PRICING KERNELS
• RISK AVERSION
• DERIVATIVES
• HEDGING

All Related Versions

• Version 1, 2000-01-01, RePEc (Unconfirmed version)