Asset pricing with observable stochastic discount factors

Smith, P. and Wickens, M. (2002) Asset pricing with observable stochastic discount factors. Journal of Economic Surveys, 16 (3). pp. 397-446. ISSN 0950-0804

Abstract

Metadata

Authors/Creators:
  • Smith, P.
  • Wickens, M.
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 24 Apr 2009 09:55
Last Modified: 24 Apr 2009 09:55
Published Version: http://dx.doi.org/10.1111/1467-6419.00173
Status: Published
Publisher: Blackwell Publishing Ltd
Identification Number: https://doi.org/10.1111/1467-6419.00173

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