Nonlinear pricing kernels, kurtosis preference, and evidence from the cross section of equity returns

Journal of Finance

Volumn 57, Issue 1, 2002, Pages 369-403

  Dittmar, Robert F ^a  

^a INDIANA UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042674102     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00425     Document Type: Article

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