Journal article
Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set
- Sala, Carlo ORCID ESADE Business School, Ramon Llull University, Barcelona, Spain;
- Barone-Adesi, Giovanni Institute of Finance, Swiss Finance Institute at Università della Svizzera Italiana (USI), Lugano, Switzerland
- 2020-1-7
Published in:
- Stochastic Analysis and Applications. - Informa UK Limited. - 2020, vol. 38, no. 4, p. 686-707
- Language
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- English
- Open access status
- closed
- Identifiers
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- DOI 10.1080/07362994.2019.1711119
- ISSN 0736-2994
- Persistent URL
- https://sonar.ch/global/documents/139625
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