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Otrok, Chris [Author] ; Ravikumar, B. [Other]

Asset Pricing Through the Lens of the Hansen-Jagannathan Bound

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  • Media type: E-Book
  • Title: Asset Pricing Through the Lens of the Hansen-Jagannathan Bound
  • Contributor: Otrok, Chris [Author]; Ravikumar, B. [Other]
  • Published: [S.l.]: SSRN, [2020]
  • Extent: 1 Online-Ressource (16 p)
  • Language: English
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July, 2020 erstellt
  • Description: Stochastic discount factor (SDF) models are the dominant framework for modern asset pricing. The Hansen-Jagannathan bound is a characterization of the admissible set of SDFs, given a vector of asset returns
  • Access State: Open Access