Econometric Evaluation of Asset Pricing Models: August, 1993. E-book. Formato PDF - 9780243641673
Un ebook di Lars Peter Hansen edito da Forgotten Books, 2017
- € 5.85
Thus a stochastic discount factor m discounts payoffs in each state of the world and, as a consequence, adjusts the price according to the riskiness of the payoff. From the vantage point of an empirical analysis, we envision the stochastic discount factor as the vehicle linking a theoretical model to observable implications.
Informazioni bibliografiche
- Titolo: Econometric Evaluation of Asset Pricing Models: August, 1993. E-book. Formato PDF
- Autore: Lars Peter Hansen
- Editore: Forgotten Books
- Data di Pubblicazione: 2017
- Formato: PDF
- Protezione: nessuna
- ISBN-13: 9780243641673
Econometric Evaluation of Asset Pricing Models: August, 1993. E-book. Formato PDF
Lars Peter Hansen
edizioni Forgotten Books
download immediato
€ 5.85