7 events found.
Week of Events
October 10, 2025
-
What is the Risk-Premium for the SDF?
What is the Risk-Premium for the SDF?
Part of the Lubar Research Seminar Series Speaker: John Huck, University Wisconsin - Milwaukee We develop a model that identifies a time-varying risk-premium for a latent stochastic discount factor (SDF) with minimal assumptions. The SDF risk-premium can be identified in …