Search for

Results of search for stochastic discount factor

Records found: 13

DP15571	Pricing Currency Risks Author(s): Mikhail Chernov, Magnus Dahlquist and Lars Lochstoer Published: December 2020
DP15337	The Global Factor Structure of Exchange Rates Author(s): Sofonias Alemu Korsaye, Fabio Trojani and Andrea Vedolin Published: October 2020
DP14266	Taming the Factor Zoo: A Test of New Factors Author(s): Gavin Feng, Stefano W Giglio and Dacheng Xiu Published: January 2020
DP13365	Conditional dynamics and the multi-horizon risk-return trade-off Author(s): Mikhail Chernov, Lars Lochstoer and Stig Lundeby Published: December 2018
DP12971	Model-Free International Stochastic Discount Factors Author(s): Paula Mirela Sandulescu, Fabio Trojani and Andrea Vedolin Published: June 2018
DP12085	Empirical Evaluation of Overspecified Asset Pricing Models Author(s): Elena Manresa, Francisco Peñaranda and Enrique Sentana Published: June 2017
DP9610	Risk-Adjusting the Returns to Venture Capital Author(s): Arthur Korteweg and Stefan Nagel Published: August 2013
DP7943	A Unifying Approach to the Empirical Evaluation of Asset Pricing Models Author(s): Francisco Peñaranda and Enrique Sentana Published: August 2010
DP6566	Duality in Mean-Variance Frontiers with Conditioning Information Author(s): Francisco Peñaranda and Enrique Sentana Published: November 2007
DP6555	Executive Compensation: The View from General Equilibrium Author(s): Jean-Pierre Danthine and John B Donaldson Published: November 2007
DP4165	On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts Author(s): John Driffill, Turalay Kenc, Martin Sola and Fabio Spagnolo Published: January 2004
DP4070	Microeconomic Sources of Equity Risk Author(s): Michael R. Wickens Published: September 2003
DP3148	Macroeconomic Sources of FOREX Risk Author(s): Peter N Smith and Michael R. Wickens Published: January 2002

Records Found 13