Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* (Q4555636)
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scientific article; zbMATH DE number 6981927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* |
scientific article; zbMATH DE number 6981927 |
Statements
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* (English)
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20 November 2018
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option pricing kernel
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reference-dependent preferences
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volatility risk premium
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