Marco Menner

ESADE Business School

Av. de Pedralbes, 60-62

Barcelona, 08034

Spain

University of Konstanz

Universitätsstraße 10

Konstanz, D-78457

Germany

  • ESADE Business School

  • University of Konstanz

SCHOLARLY PAPERS

1

DOWNLOADS

627

TOTAL CITATIONS
Rank 35,140

SSRN RANKINGS

Top 35,140

in Total Papers Citations

18

Scholarly Papers (1)

Actions:
Email selected abstracts
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 627 (92,374)
Citation 18

Abstract:

Loading...

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

Other Papers (1)

Total Downloads: 12
Actions:
Email selected abstracts
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 12

Abstract:

Loading...

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