Asset Pricing and Stochastic Discount Factors
The paper outlines the required conditions for modeling stock prices with characteristics-based factor portfolios, addressing covariate structure issues.
Featured in No. 124 on 28 Dec 2025 ·
- Released
- 31 May 2023
- First featured
- No. 124 · 28 Dec 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 89
- Identifier
- SSRN 4465240
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