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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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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.
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.
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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About the Author:
Lars Peter Hansen is Homer J. Livingston Distinguished Service Professor of Economics at the University of Chicago. Professors Dewatripont, Hansen and Turnovsky are Fellows of the Econometric Society and were Program Co-Chairs of the Eighth World Congress of the Econometric Society, held in Seattle, Washington, in August 2000.
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- PublisherForgotten Books
- Publication date2018
- ISBN 10 133027833X
- ISBN 13 9781330278338
- BindingPaperback
- Number of pages72
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Econometric Evaluation of Asset Pricing Models: August, 1993 (Classic Reprint)
Published by
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(2018)
ISBN 10: 133027833X
ISBN 13: 9781330278338
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Book Description Paperback. Condition: New. Print on Demand. Excerpt from Econometric Evaluation of Asset Pricing Models. About the Publisher, Forgotten Books publishes hundreds of thousands of rare and classic books. 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. This text has been digitally restored from a historical edition. Some errors may persist, however we consider it worth publishing due to the work's historical value. The digital edition of all books may be viewed on our website before purchase. print-on-demand item. Seller Inventory # 9781330278338_0
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Econometric Evaluation of Asset Pricing Models: August, 1993 (Classic Reprint)
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ISBN 13: 9781330278338
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Book Description Paperback. Condition: Brand New. 72 pages. 9.00x6.00x0.17 inches. This item is printed on demand. Seller Inventory # zk133027833X
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