Stochastic discount factor bounds and rare events: a review
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/16459 |
Resumo: | We aim to provide a review of the stochastic discount factor bounds usually applied to diagnose asset pricing models. In particular, we mainly discuss the bounds used to analyze the disaster model of Barro (2006). Our attention is focused in this disaster model since the stochastic discount factor bounds that are applied to study the performance of disaster models usually consider the approach of Barro (2006). We first present the entropy bounds that provide a diagnosis of the analyzed disaster model which are the methods of Almeida and Garcia (2012, 2016); Ghosh et al. (2016). Then, we discuss how their results according to the disaster model are related to each other and also present the findings of other methodologies that are similar to these bounds but provide different evidence about the performance of the framework developed by Barro (2006). |
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Medeiros Júnior, Maurício da SilvaEscolas::EPGEFGVCosta, Carlos Eugênio Ellery Lustosa daVicente, José Valentim MachadoAlmeida, Caio Ibsen Rodrigues de2016-04-27T18:21:05Z2016-04-27T18:21:05Z2016-03-22MEDEIROS JÚNIOR, Maurício da Silva. Stochastic discount factor bounds and rare events: a review. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2016.https://hdl.handle.net/10438/16459We aim to provide a review of the stochastic discount factor bounds usually applied to diagnose asset pricing models. In particular, we mainly discuss the bounds used to analyze the disaster model of Barro (2006). Our attention is focused in this disaster model since the stochastic discount factor bounds that are applied to study the performance of disaster models usually consider the approach of Barro (2006). We first present the entropy bounds that provide a diagnosis of the analyzed disaster model which are the methods of Almeida and Garcia (2012, 2016); Ghosh et al. (2016). Then, we discuss how their results according to the disaster model are related to each other and also present the findings of other methodologies that are similar to these bounds but provide different evidence about the performance of the framework developed by Barro (2006).engStochastic discount factorInformation-theoretic boundsImplicit utility maximizing weightsRare eventsDisaster modelsEconomiaModelo de precificação de ativosRisco (Economia)Stochastic discount factor bounds and rare events: a reviewinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVLICENSElicense.txtlicense.txttext/plain; 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|
dc.title.eng.fl_str_mv |
Stochastic discount factor bounds and rare events: a review |
title |
Stochastic discount factor bounds and rare events: a review |
spellingShingle |
Stochastic discount factor bounds and rare events: a review Medeiros Júnior, Maurício da Silva Stochastic discount factor Information-theoretic bounds Implicit utility maximizing weights Rare events Disaster models Economia Modelo de precificação de ativos Risco (Economia) |
title_short |
Stochastic discount factor bounds and rare events: a review |
title_full |
Stochastic discount factor bounds and rare events: a review |
title_fullStr |
Stochastic discount factor bounds and rare events: a review |
title_full_unstemmed |
Stochastic discount factor bounds and rare events: a review |
title_sort |
Stochastic discount factor bounds and rare events: a review |
author |
Medeiros Júnior, Maurício da Silva |
author_facet |
Medeiros Júnior, Maurício da Silva |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.affiliation.none.fl_str_mv |
FGV |
dc.contributor.member.none.fl_str_mv |
Costa, Carlos Eugênio Ellery Lustosa da Vicente, José Valentim Machado |
dc.contributor.author.fl_str_mv |
Medeiros Júnior, Maurício da Silva |
dc.contributor.advisor1.fl_str_mv |
Almeida, Caio Ibsen Rodrigues de |
contributor_str_mv |
Almeida, Caio Ibsen Rodrigues de |
dc.subject.eng.fl_str_mv |
Stochastic discount factor Information-theoretic bounds Implicit utility maximizing weights Rare events Disaster models |
topic |
Stochastic discount factor Information-theoretic bounds Implicit utility maximizing weights Rare events Disaster models Economia Modelo de precificação de ativos Risco (Economia) |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Modelo de precificação de ativos Risco (Economia) |
description |
We aim to provide a review of the stochastic discount factor bounds usually applied to diagnose asset pricing models. In particular, we mainly discuss the bounds used to analyze the disaster model of Barro (2006). Our attention is focused in this disaster model since the stochastic discount factor bounds that are applied to study the performance of disaster models usually consider the approach of Barro (2006). We first present the entropy bounds that provide a diagnosis of the analyzed disaster model which are the methods of Almeida and Garcia (2012, 2016); Ghosh et al. (2016). Then, we discuss how their results according to the disaster model are related to each other and also present the findings of other methodologies that are similar to these bounds but provide different evidence about the performance of the framework developed by Barro (2006). |
publishDate |
2016 |
dc.date.accessioned.fl_str_mv |
2016-04-27T18:21:05Z |
dc.date.available.fl_str_mv |
2016-04-27T18:21:05Z |
dc.date.issued.fl_str_mv |
2016-03-22 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
MEDEIROS JÚNIOR, Maurício da Silva. Stochastic discount factor bounds and rare events: a review. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2016. |
dc.identifier.uri.fl_str_mv |
https://hdl.handle.net/10438/16459 |
identifier_str_mv |
MEDEIROS JÚNIOR, Maurício da Silva. Stochastic discount factor bounds and rare events: a review. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2016. |
url |
https://hdl.handle.net/10438/16459 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional do FGV (FGV Repositório Digital) instname:Fundação Getulio Vargas (FGV) instacron:FGV |
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