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Publications by Fulvio Pegoraro

Asset Pricing With Second-Order Esscher Transforms

SSRN Electronic Journal

English

New Information Response Functions

SSRN Electronic Journal

English

Related publications

High-Order Consumption Moments and Asset Pricing

SSRN Electronic Journal

English

Second-Order Riesz Transforms and Maximal Inequalities Associated With Magnetic Schrödinger Operators

Canadian Mathematical Bulletin

English

International Asset Pricing With Recursive Preferences

Journal of Finance

English

Asset Pricing With a Bank Risk Factor

Journal of Money, Credit and Banking

English

Asset Pricing With Horizon-Dependent Risk Aversion

SSRN Electronic Journal

English

Solving Asset Pricing Models With Stochastic Volatility

SSRN Electronic Journal

English

International Asset Pricing With Alternative Distributional Specifications

Journal of Empirical Finance

English

Consumption-Based Asset Pricing With Higher Cumulants

SSRN Electronic Journal

English

Agency-Based Asset Pricing

SSRN Electronic Journal

English