Econometric Evaluation of Asset Pricing Models (Classic Reprint): August, 1993: August, 1993 (Classic Reprint) - Tapa blanda
Sinopsis
Excerpt from Econometric Evaluation of Asset Pricing Models
Thus a stochastic discount factor m discounts payoffs in each state of the world and, as a consequence, adjusts the price according to the riskiness of the payoff. From the vantage point of an empirical analysis, we envision the stochastic discount factor as the vehicle linking a theoretical model to observable implications.
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Excerpt from Econometric Evaluation of Asset Pricing Models: August, 1993
Thus a stochastic discount factor m discounts payoffs in each state of the world and, as a consequence, adjusts the price according to the riskiness of the payoff. From the vantage point of an empirical analysis, we envision the stochastic discount factor as the vehicle linking a theoretical model to observable implications.
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Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com
This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
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Excerpt from Econometric Evaluation of Asset Pricing Models: August, 1993
Econometric Evaluation of Asset Pricing Models: August, 1993 was written by Lars Peter Hansen in 1993. This is a 78 page book, containing 16231 words. Search Inside is enabled for this title.
About the Publisher
Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com
This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
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Econometric Evaluation of Asset Pricing Models: August, 1993 (Classic Reprint)
Impresión bajo demandaLibrería: Forgotten Books, London, Reino Unido
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Paperback. Condición: New. Print on Demand. This book offers advanced econometric techniques for evaluating and improving asset pricing models while considering the impact of market frictions and imperfections. It begins by presenting a theoretical framework for understanding the relationship between asset prices and stochastic discount factors, emphasizing the role of short-sale constraints and proportional transaction costs. The author develops two types of boundsâ"volatility and specification-errorâ"which quantify the potential pricing errors associated with a given model. These econometric tools allow researchers to assess the performance of asset pricing models and to identify areas where improvements can be made. The book also provides guidance on how to test specific models of the discount factor and how to estimate the parameters of parameterized families of models. By providing a comprehensive framework for evaluating asset pricing models, this book advances the field of econometrics and offers valuable insights for researchers and practitioners interested in improving the accuracy and reliability of financial models. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item. Nº de ref. del artículo: 9781330278338_0
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Econometric Evaluation of Asset Pricing Models August, 1993 Classic Reprint
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Econometric Evaluation of Asset Pricing Models August, 1993 Classic Reprint
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: LW-9781330278338
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Econometric Evaluation of Asset Pricing Models: August, 1993 (Classic Reprint)
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Paperback. Condición: Brand New. 72 pages. 9.00x6.00x0.17 inches. In Stock. Nº de ref. del artículo: __133027833X
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Econometric Evaluation of Asset Pricing Models: August, 1993 (Classic Reprint)
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Paperback. Condición: Brand New. 72 pages. 9.00x6.00x0.17 inches. This item is printed on demand. Nº de ref. del artículo: zk133027833X
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Condición: New. KlappentextrnrnExcerpt from Econometric Evaluation of Asset Pricing Models: August, 1993Thus a stochastic discount factor m discounts payoffs in each state of the world and, as a consequence, adjusts the price according to the riskiness . Nº de ref. del artículo: 2147745918
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