Search results
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Title
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Nonparametric Pricing Kernel Models
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Author
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Sun, Linman
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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The capital asset pricing model (CAPM) and the arbitrage asset pricingtheory (APT) have been the cornerstone in theoretical and empirical finance for the recent few decades. The classical CAPM usually assumes a simple and stable linear relationshi...