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Results for pricing kernals

Publications & Outputs

  1. Shape invariant modeling of pricing kernels and risk aversion

    Grith, M., Haerdle, W. & Park, J., 2013, In: Journal of Financial Econometrics. 11, 2, p. 370-399 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review