Pages that link to "Item:Q4721034"

The following pages link to The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (Q4721034):

Displaying 49 items.

• Econometric specification of stochastic discount factor models (Q278271) (← links)
• Hilbert \(A\)-modules (Q321854) (← links)
• Coupled projects, core imputations, and the CAPM (Q443759) (← links)
• An evolutionary CAPM under heterogeneous beliefs (Q470657) (← links)
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• Esscher transforms and consumption-based models (Q659151) (← links)
• The valuation problem in arbitrage price theory (Q690339) (← links)
• Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras (Q739511) (← links)
• A new test on the conditional capital asset pricing model (Q904132) (← links)
• Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
• Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
• Financial returns and efficiency as seen by an artificial technical analyst (Q1583318) (← links)
• Prices as factors: approximate aggregation with incomplete markets. (Q1605417) (← links)
• Orthogonal decompositions in Hilbert \(A\)-modules (Q1630604) (← links)
• Measures and integrals in conditional set theory (Q1711095) (← links)
• Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
• Financial econometrics: Past developments and future challenges (Q1841086) (← links)
• Simplified mean-variance portfolio optimisation (Q1938980) (← links)
• Stability of equilibrium asset pricing models: a necessary and sufficient condition (Q2025023) (← links)
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
• Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
• Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations (Q2287243) (← links)
• Portfolio performance sensitivity for various asset-pricing kernels (Q2384593) (← links)
• Factor representing portfolios in large asset markets (Q2439044) (← links)
• Testing the capital asset pricing model with local maximum likelihood methods (Q2470208) (← links)
• Robust estimation and control under commitment (Q2577526) (← links)
• The financial market: not as big as you think (Q2633452) (← links)
• A model of the euro-area yield curve with discrete policy rates (Q2691694) (← links)
• A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
• Matching the moments: a test of three representative agent models (Q4546802) (← links)
• Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
• (Q4555783) (← links)
• <i>L</i>⁰-convex compactness and its applications to random convex optimization and random variational inequalities (Q4999741) (← links)
• Geometry of unconditionally efficient portfolios formed with conditioning information: the efficient semicircle (Q5014222) (← links)
• Robust identification of investor beliefs (Q5073243) (← links)
• Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786) (← links)
• Multivariate Wold decompositions: a Hilbert \(A\)-module approach (Q6098177) (← links)
• Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)
• Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
• On horizon-consistent mean-variance portfolio allocation (Q6549611) (← links)
• Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
• Robust inference for moment condition models without rational expectations (Q6600028) (← links)
• Rank Tests at Jump Events (Q6634863) (← links)
• Stochastic Spanning (Q6634889) (← links)
• Changes in the span of systematic risk exposures (Q6646160) (← links)