scholarly journals Conditioning Information and Variance Bounds on Pricing Kernels

2001 ◽  
Author(s):  
Geert Bekaert ◽  
Jun Liu
Keyword(s):  
Variance Bounds ◽  
Conditioning Information ◽  
Pricing Kernels

scholarly journals Conditioning Information and Variance Bounds on Pricing Kernels

2003 ◽  
Vol 17 (2) ◽  
pp. 339-378 ◽  
Author(s):  
Geert Bekaert ◽  
Jun Liu
Keyword(s):  
Variance Bounds ◽  
Conditioning Information ◽  
Pricing Kernels

scholarly journals Conditioning Information and Variance Bounds on Pricing Kernels

10.3386/w6880 ◽  
1999 ◽  
Author(s):  
Geert Bekaert ◽  
Jun Liu
Keyword(s):  
Variance Bounds ◽  
Conditioning Information ◽  
Pricing Kernels

Variance Bounds for Functions of Unimodal Random Variable

2014 ◽  
pp. 00-00 ◽  
Author(s):  
Guoqing Liu ◽  
Wenbo V. Li
Keyword(s):  
Random Variable ◽  
Variance Bounds

A New Approach to Estimating Interest Rate Option Pricing Kernels

2009 ◽  
Author(s):  
Xiaoquan Liu ◽  
Jing-Ming Kuo ◽  
Jerry Coakley
Keyword(s):  
Interest Rate ◽  
Option Pricing ◽  
New Approach ◽  
Pricing Kernels

Returns of Claims on the Upside and the Viability of U-Shaped Pricing Kernels

2009 ◽  
Author(s):  
Gurdip S. Bakshi ◽  
Dilip B. Madan ◽  
George Panayotov
Keyword(s):  
Pricing Kernels

Pricing Kernels and Dynamic Portfolios

2002 ◽  
Author(s):  
Philippe Henrotte
Keyword(s):  
Pricing Kernels
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