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Stochastic discount factor
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1	Cash Flow, Consumption Risk and Cross Section of Stock Returns Zhi Da∗ First draft: Sep 10, 2004 This version: Jan 8, 2006 Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2006-01-26 23:43:26 Economy Business economics Finance Mathematical finance Fundamental analysis Financial economics Corporate finance Cash flow Valuation Bond duration Stochastic discount factor Consumption-based capital asset pricing model
2	Arbitrage Free Dispersion∗ Piotr Orlowski Andr´as Sali Fabio Trojani Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:22:52 Economy Mathematical finance Finance Money Stochastic discount factor Arbitrage Cumulant Futures contract Martingale pricing
3	ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX (1) Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:16:48 Mathematical finance Finance Economy Money Stochastic discount factor BlackScholes model Stochastic volatility Volatility Girsanov theorem HullWhite model
4	Term Structure of Uncertainty in the Macroeconomy∗ Jaroslav Boroviˇcka Lars Peter Hansen New York University Add to Reading List Source URL: borovicka.org Language: English - Date: 2016-06-07 19:48:34 Mathematical finance Financial economics Actuarial science Financial risk Stochastic calculus Stochastic discount factor Economic model Shock Lars Peter Hansen Quantitative analyst Risk aversion Price elasticity of demand
5	Macroeconomic Implications of Changes in the Term Premium Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2012-07-30 14:56:24 Mathematical finance Financial economics Monetary policy New classical macroeconomics Dynamic stochastic general equilibrium New Keynesian economics Macroeconomics Macroeconomic model Economic model Interest rate Inflation Stochastic discount factor
6	Supplementary Material to “Cash Flow, Consumption Risk, and the Cross-Section of Stock Returns” Zhi Da∗ ∗ Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2008-07-25 14:22:41 Mathematical finance Fundamental analysis Probability distributions Corporate finance Normal distribution Cash flow Stochastic discount factor Beta
7	Risk Price Dynamics∗ Jaroslav Boroviˇcka Lars Peter Hansen† Mark Hendricks Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:50:54 Mathematical finance Stochastic processes Stochastic calculus Financial economics Markov chain Girsanov theorem Stochastic discount factor Economic model Price elasticity of demand
8	Accounting for Exchange-Rate Variability in Present-Value Models When the Discount Factor Is Near 1 By CHARLES ENGEL AND Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2004-07-14 12:49:18 Stochastic processes Actuarial science Discounting Monetary policy Variance Random walk Instrumental variable
9	Examining Macroeconomic Models through the Lens of Asset Pricing∗ Jaroslav Boroviˇcka Lars Peter Hansen Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:51:10 Mathematical finance Economy Academia Economics Stochastic discount factor Price elasticity of demand Economic model Shock Stochastic volatility Lars Peter Hansen Volatility
10	Asset Pricing Instructor: Fabio Trojani Material: • Lecture notes Additional references: [1] Cochrane, J. 2001, Asset Pricing, Princeton University Press. Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-07-25 09:24:48 Economy Mathematical finance Finance Money Financial economics Stochastic discount factor Stochastic volatility Valuation Economic model Financial econometrics Certificate in Quantitative Finance

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