Andras Sali

Alphacruncher

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

174

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (1)

1.

Arbitrage Free Dispersion

Swiss Finance Institute Research Paper No. 19-20
Number of pages: 78 Posted: 14 Jan 2019 Last Revised: 11 Apr 2019
Piotr Orłowski, Andras Sali and Fabio Trojani
HEC Montréal, Alphacruncher and University of Geneva
Downloads 174 (258,462)
Citation 6

Abstract:

Loading...

Arbitrage-Free Dispersion, Cumulant Generating Function, Convexity, Convex Inequalities, Jensen’s Gap, Pricing Kernel Bounds, Entropy, Long-Run Risk Models, Tests of Asset Pricing Models