Example: confidence
Search results with tag "Approximate equilibrium asset"
Approximate Equilibrium Asset Prices - Philippe Weil
philippeweil.comAPPROXIMATE ASSET PRICES 3 function of consumption data. These reconstructed wealth returns can then be used to calculate an (approximate) pricing kernel which, because it is in turn also solely
Approximate Equilibrium Asset Prices - Philippe Weil
www.philippeweil.comReview of Finance (2011) 15: 1–28 doi: 10.1093/rof/rfq015 Advance Access publication: 18 June 2010 Approximate Equilibrium Asset Prices∗ FERNANDO RESTOY1 and PHILIPPE WEIL2 1Comision Nacional del Mercado de Valores;` 2Universit´e libre de Bruxelles, Sciences Po and CEPR Abstract.