Spanning the Achievable Stochastic Discount Factor with Asset-Pricing Trees

Additional Metadata
Keywords	Asset pricing; cross-section of expected returns; transaction costs; hyperparameter tuning; shrinkage
Thesis Advisor	Tetereva, A
Persistent URL	hdl.handle.net/2105/67847
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Bemelmans, C.P.J. (2023, September 13). Spanning the Achievable Stochastic Discount Factor with Asset-Pricing Trees. Econometrie. Retrieved from http://hdl.handle.net/2105/67847

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