Stochastic discount factor bounds and rare events: a review

Stochastic discount factor bounds and rare events: a review

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Bibliographic Details
Main Author: Medeiros Júnior, Maurício da Silva
Other Authors: Costa, Carlos Eugênio da
Language:English
Published: 2016
Subjects:
Stochastic Discount Factors
Information-Theoretic Bounds
Implicit Utility Maximizing Weights
Rare Events
Disaster Models
Economia
Modelo de precificação de ativos
Risco (Economia)
Online Access:http://hdl.handle.net/10438/16459

Internet

http://hdl.handle.net/10438/16459

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