Conditional Risk and the Pricing Kernel -- replication code
Published: 16 May 2025| Version 2 | DOI: 10.17632/34n3j4vhkf.2
Contributors:
David Schreindorfer, Description
This code replicates the results in Schreindorfer and Sichert (2025) "Conditional Risk and the Pricing Kernel", Journal of Financial Economics
Files
Steps to reproduce
See README file in zip folder.
Categories
Financial Economics