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

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
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