Estimating the stochastic discount factor: evaluation and historical approaches
Meloni, Stefano (A.A. 2014/2015) Estimating the stochastic discount factor: evaluation and historical approaches. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 39. [Master's Degree Thesis]
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Abstract/Index
Introduction to discount factor and factor models & connection between them. Estimation of the discount factor & analysis. Testing the performance of the discount factor. Comparison with other model.
References
Bibliografia: pp. 32-39.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Benigno, Pierpaolo |
| Academic Year: | 2014/2015 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 01 Apr 2016 09:29 |
| Last Modified: | 01 Apr 2016 09:29 |
| URI: | https://tesi.luiss.it/id/eprint/15915 |
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