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Nonparametric Pricing Kernel Models
Title
Nonparametric Pricing Kernel Models
Author
Sun, Linman
Date Created
2011
Description
The capital asset pricing model (CAPM) and the arbitrage asset pricingtheory (APT) have been the cornerstone in theoretical and empirical finance for the recent few decades. The classical CAPM usually assumes a simple and stable linear relationshi...
Nonparametric Pricing Kernel Models
Title
Nonparametric Pricing Kernel Models
Author
Sun, Linman
Date Created
2011
Subjects--Topical
Mathematics
Description
The capital asset pricing model (CAPM) and the arbitrage asset pricingtheory (APT) have been the cornerstone in theoretical and empirical finance for the recent few decades. The classical CAPM usually assumes a simple and stable linear relationshi...