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

Mathematics and Statistics

Research output: Working paper

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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

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 -

Research