Empirical Pricing Kernels and Investor Preferences
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More about this item
KeywordsUtility function; Pricing Kernel; Behavioral Finance; Risk Aversion; Risk Proclivity; Heston model.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
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