Practical Implications of the General Approach in Asset Pricing
Abstract
The paper concerns one of the approaches in contemporary asset pricing based on stochastic discount factor along with the generalized method of moments and conditioning information.
Keywords:
Pricing
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References
Литература на русском языке
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References in Latin Alphabet
Translation of references in Russian into English
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Published
2006-12-29
How to Cite
Калашникова, Н. В. (2006). Practical Implications of the General Approach in Asset Pricing. St Petersburg University Journal of Economic Studies, (4), 146–150. Retrieved from https://economicsjournal.spbu.ru/article/view/4406
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Section
Short Scientific Reports
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Articles of the St Petersburg University Journal of Economic Studies are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.