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Three Solutions to the Pricing Kernel Puzzle* - MaRDI portal

Three Solutions to the Pricing Kernel Puzzle* (Q4554078)

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scientific article; zbMATH DE number 6974614
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English
Three Solutions to the Pricing Kernel Puzzle*
scientific article; zbMATH DE number 6974614

    Statements

    title
    Three Solutions to the Pricing Kernel Puzzle* (English)
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    author
    Thorsten Hens
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    Christian Reichlin
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    publication date
    7 November 2018
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    zbMATH Keywords
    pricing kernel
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    completeness
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    risk aversion
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    correct beliefs
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    Identifiers

    DOI
    10.1093/rof/rfs008
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    Mathematics Subject Classification ID
    91G99
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    91B16
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    91B25
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    zbMATH DE Number
    6974614
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    OpenAlex ID
    W3124034093
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