Asset pricing with observable stochastic discount factors

Journal of Economic Surveys

Volumn 16, Issue 3, 2002, Pages 397-446

  Smith, Peter ^a   Wickens, Michael ^a  

^a UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Affine models; Asset pricing; Stochastic discount factor

Indexed keywords

DISCOUNT RATE; PRICE DETERMINATION;

EID: 0036075419     PISSN: 09500804     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-6419.00173     Document Type: Article

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