Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns-Reference-Cited by-同舟云学术

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

Published:2002-02 Issue:1 Volume:57 Page:369-403
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Dittmar Robert F.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference55 articles.

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2. Bansal , Ravi David A. Hsieh S. Viswanathan 1993 A new approach to international

3. No-arbitrage and arbitrage pricing: A new approach, Journal of Finance;arbitrage pricing, Journal of Finance 48, 61719-1747,1993

4. Empirical tests of the consumption-oriented CAPM;Douglas;Journal of Finance,1989

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