The pricing kernel puzzle: survey and outlook
type: Item
instance of: scholarly article
title: The pricing kernel puzzle: survey and outlook
zbMATH Open document ID: 1398.91576
author: Horatio Cuesdeanu
author: Jens Carsten Jackwerth
published in: Annals of Finance
publication date: 2018-09-04T00:00:00Z
full work available at URL: urn:nbn:de:bsz:352-2-zjiaa35xt307
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6931806
zbMATH Keywords: pricing kernel puzzle
zbMATH Keywords: stochastic discount factor
zbMATH Keywords: options
zbMATH Keywords: S\&P 500
MaRDI profile type: Publication
OpenAlex ID: W3123158993
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DOI: 10.1007/S10436-017-0317-9
description: scientific article; zbMATH DE number 6931806