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N°15-58: Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set, C. Sala, G. Barone-Adesi, 2015.

N°15-58: Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set, C. Sala, G. Barone-Adesi, 2015.

AuthorG. Barone-Adesi, C. Sala
Date13 June 2015
CategoryWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2648206

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