Research output: Working paper
Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. / Grith, Maria; Härdle, Wolfgang; Park, Juhyun.
Berlin : Humboldt University, 2009.Research output: Working paper
}
TY - UNPB
T1 - Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
AU - Grith, Maria
AU - Härdle, Wolfgang
AU - Park, Juhyun
PY - 2009
Y1 - 2009
M3 - Working paper
BT - Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
PB - Humboldt University
CY - Berlin
ER -