Conditional Risk and the Pricing Kernel -- replication code

Name: Conditional Risk and the Pricing Kernel -- replication code
Creator: Mendeley Data
Published: 2025-05-16T14:22:02+08:00

DataCite Commons2025-05-16 更新2025-05-17 收录

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This code replicates the results in Schreindorfer and Sichert (2025) "Conditional Risk and the Pricing Kernel", Journal of Financial Economics

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2025-05-16