Robust Stochastic Discount Factors
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- repec:eee:jetheo:v:173:y:2018:i:c:p:257-288 is not listed on IDEAS
- Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2012.
"No good deals—no bad models,"
589, Federal Reserve Bank of New York.
- Nina, Boyarchenko & Mario, Cerrato & John, Crosby & Stewart, Hodges, 2013. "No Good Deals - No Bad Models," SIRE Discussion Papers 2013-20, Scottish Institute for Research in Economics (SIRE).
- Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2013. "No Good Deals - No Bad Models," Working Papers 2013_04, Business School - Economics, University of Glasgow.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2010. "On the Hansen-Jagannathan distance with a no-arbitrage constraint," FRB Atlanta Working Paper 2010-04, Federal Reserve Bank of Atlanta.
- Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2016. "On the properties of the constrained Hansen–Jagannathan distance," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 121-150.
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