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Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

Research output: Working paper

Published

Standard

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

Harvard

Grith, M, Härdle, W & Park, J 2009 'Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.' Humboldt University, Berlin.

APA

Grith, M., Härdle, W., & Park, J. (2009). Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. Humboldt University.

Vancouver

Grith M, Härdle W, Park J. Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. Berlin: Humboldt University. 2009.

Author

Grith, Maria ; Härdle, Wolfgang ; Park, Juhyun. / Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. Berlin : Humboldt University, 2009.

Bibtex

@techreport{3edf9b62449e4d35a4bacebe3b017ec3,
title = "Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.",
author = "Maria Grith and Wolfgang H{\"a}rdle and Juhyun Park",
year = "2009",
language = "English",
publisher = "Humboldt University",
type = "WorkingPaper",
institution = "Humboldt University",

}

RIS

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 -