Open AccessDissertation10.71781/21016

Asymmetry risk, state variables and stochastic discount factor specification in asset pricing models

Fousseni Chabi-Yo-2004-01-01-Papyrus : Institutional Repository (Université de Montréal)

Chat with Paper

AI Agents for this Paper

No abstract available for this paper.

Keywords

Stochastic discount factorCapital asset pricing modelEconomicsDiscountingAsymmetryEconometricsActuarial scienceFinancial economics

Chat

Click to start Chat