Horatio Cuesdeanu

University of Konstanz - Department of Economics

Konstanz, D-78457

Germany

SCHOLARLY PAPERS

3

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685

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Top 25,749

in Total Papers Citations

27

CROSSREF CITATIONS

10

Scholarly Papers (3)

1.

The Pricing Kernel Puzzle: Survey and Outlook

Number of pages: 79 Posted: 06 Jun 2016 Last Revised: 22 Nov 2016
Horatio Cuesdeanu and Jens Carsten Jackwerth
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics
Downloads 323 (117,381)
Citation 17

Abstract:

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Pricing Kernel Puzzle, Stochastic Discount Factor, Options, S&P 500

2.

The Pricing Kernel Puzzle in Forward Looking Data

Number of pages: 33 Posted: 07 Mar 2016 Last Revised: 22 Aug 2016
Horatio Cuesdeanu and Jens Carsten Jackwerth
University of Konstanz - Department of Economics and University of Konstanz - Department of Economics
Downloads 213 (178,536)
Citation 14

Abstract:

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Pricing Kernel, Option Pricing, Forward Looking Data

3.

Empirical Pricing Kernels: A Tale of Two Tails and Volatility?

Number of pages: 57 Posted: 17 Nov 2016 Last Revised: 23 Nov 2016
Horatio Cuesdeanu
University of Konstanz - Department of Economics
Downloads 149 (243,990)
Citation 5

Abstract:

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Pricing Kernel Puzzle, Stochastic Discount Factor, Risk-Neutral Distribution, Options, S&P 500