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The Pricing Kernel Puzzle in Forward Looking Data

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CUESDEANU, Horatio, Jens Carsten JACKWERTH, 2018. The Pricing Kernel Puzzle in Forward Looking Data. In: Review of Derivatives Research. 21(3), pp. 253-276. ISSN 1380-6645. eISSN 1573-7144. Available under: doi: 10.1007/s11147-017-9140-8

@article{Cuesdeanu2018-10Prici-41355, title={The Pricing Kernel Puzzle in Forward Looking Data}, year={2018}, doi={10.1007/s11147-017-9140-8}, number={3}, volume={21}, issn={1380-6645}, journal={Review of Derivatives Research}, pages={253--276}, author={Cuesdeanu, Horatio and Jackwerth, Jens Carsten} }

 

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