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There are 14225 results for: content related to: No Arbitrage and Arbitrage Pricing: A New Approach

  1. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  2. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 369–403, Robert F. Dittmar

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00425

  3. AN EMPIRICAL TEST OF PRICING KERNEL MONOTONICITY

    Journal of Applied Econometrics

    Brendan K. Beare and Lawrence D. W. Schmidt

    Article first published online : 10 OCT 2014, DOI: 10.1002/jae.2422

  4. Estimation and Evaluation of Conditional Asset Pricing Models

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 873–909, STEFAN NAGEL and KENNETH J. SINGLETON

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01654.x

  5. The Distribution of Uncertainty: Evidence from the VIX Options Market

    Journal of Futures Markets

    Clemens Völkert

    Article first published online : 15 MAY 2014, DOI: 10.1002/fut.21673

  6. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  7. Implied Pricing Kernels: An Alternative Approach for Option Valuation

    Journal of Futures Markets

    Volume 35, Issue 2, February 2015, Pages: 127–147, Doojin Ryu, Jangkoo Kang and Sangwon Suh

    Article first published online : 8 APR 2013, DOI: 10.1002/fut.21618

  8. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

  9. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  10. Approximating the Asset Pricing Kernel

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1383–1410, DAVID A. CHAPMAN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01114.x

  11. Nonparametric Interest Rate Cap Pricing: Implications for the ‘‘Unspanned Stochastic Volatility“ Puzzle

    Asia-Pacific Journal of Financial Studies

    Volume 40, Issue 4, August 2011, Pages: 577–598, Tao L. Wu

    Article first published online : 15 AUG 2011, DOI: 10.1111/j.2041-6156.2011.01050.x

  12. Financial Intermediaries and the Cross-Section of Asset Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2557–2596, TOBIAS ADRIAN, ERKKO ETULA and TYLER MUIR

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12189

  13. Implied Foreign Exchange Risk Premia

    European Financial Management

    Volume 10, Issue 2, June 2004, Pages: 321–338, Nikolaos Panigirtzoglou

    Article first published online : 1 JUN 2004, DOI: 10.1111/j.1354-7798.2004.00252.x

  14. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth

    Econometrica

    Volume 73, Issue 6, November 2005, Pages: 1977–2016, Fernando Alvarez and Urban J. Jermann

    Article first published online : 11 OCT 2005, DOI: 10.1111/j.1468-0262.2005.00643.x

  15. Asset-pricing Puzzles and Incomplete Markets

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1803–1832, CHRIS I. TELMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05129.x

  16. Idiosyncratic Consumption Risk and the Cross Section of Asset Returns

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2211–2252, KRIS JACOBS and KEVIN Q. WANG

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00697.x

  17. Bond Pricing with a Time-Varying Price of Risk in an Estimated Medium-Scale Bayesian DSGE Model

    Journal of Money, Credit and Banking

    Volume 46, Issue 5, August 2014, Pages: 837–888, IAN DEW-BECKER

    Article first published online : 24 JUL 2014, DOI: 10.1111/jmcb.12130

  18. Generalized Disappointment Aversion and Asset Prices

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1303–1332, BRYAN R. ROUTLEDGE and STANLEY E. ZIN

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01571.x

  19. Viewpoint: Option prices, preferences, and state variables

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 38, Issue 1, February 2005, Pages: 1–27, René Garcia, Richard Luger and Éric Renault

    Article first published online : 26 JAN 2005, DOI: 10.1111/j.0008-4085.2005.00266.x

  20. EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION

    Mathematical Finance

    Volume 22, Issue 3, July 2012, Pages: 538–568, Jin E. Zhang, Huimin Zhao and Eric C. Chang

    Article first published online : 5 DEC 2010, DOI: 10.1111/j.1467-9965.2010.00468.x