Marco Menner

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

University of Konstanz

Universitätsstraße 10

Konstanz, D-78457

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

559

SSRN CITATIONS
Rank 33,274

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Top 33,274

in Total Papers Citations

20

CROSSREF CITATIONS

11

Scholarly Papers (1)

1.

Does the Ross Recovery Theorem Work Empirically?

Number of pages: 63 Posted: 01 May 2017 Last Revised: 02 Nov 2018
Jens Carsten Jackwerth, Marco Menner and Marco Menner
University of Konstanz - Department of Economics and ESADE Business SchoolUniversity of Konstanz
Downloads 559 (91,686)
Citation 18

Abstract:

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Ross recovery, pricing kernel, risk-neutral density, transition state prices, physical probabilities

Other Papers (1)

Total Downloads: 11
1.

Does the Ross Recovery Theorem Work Empirically?

31st Australasian Finance and Banking Conference 2018
Number of pages: 63 Posted: 24 Jul 2018
Jens Carsten Jackwerth, Marco Menner and Marco Menner
University of Konstanz - Department of Economics and ESADE Business SchoolUniversity of Konstanz
Downloads 11

Abstract:

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Ross recovery, stochastic discount factor, risk-neutral density, transition state prices, physical probabilities