Search results
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Title
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Three Essays on Pricing Kernel in Asset Pricing
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Author
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Cai, Minhao
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Date Created
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2013
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Description
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Pricing Kernel extends concepts from economics and finance to include adjustments for risk. When pricing kernel is given, by non-arbitrage theory, all securities can be priced. Searching for a proper pricing kernel is one of the most important tas...
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Title
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Three essays in Asset Pricing under Model Uncertainty
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Author
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Jiang, Julia
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Date Created
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2018
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Description
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This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer across firms affects asset prices in an equilibrium. I show that a firm's stoc...