An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor By Kuntara Pukthuanthong and Richard Roll
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Kenneth I. Winston | Andrew J. Patton | Michael S. O'Doherty | L. Hansen | R. Engle | Y. Amihud | M. Brennan | F. Echenique | Stephen Figlewski | Antonio E. Bernardo | F. Longstaff | J. Cochrane | G. Vilkov | Raymond Kan | B. Gillen | W. Ferson | B. Chowdhry | H. DeAngelo | T. Adrian | M. Brenner | Tyler Muir | M. Ewens | Mikhail Chernov | John J. Mcconnell | Stephen Ross | Serena Agoro-Menyang | Eric DeBodt | S. Levy | R. Yu