Prof Jens Jackwerth (University of Konstanz, Germany)
Talk
Colloquium
22 June 2026 – –
Neelsie Cinema, Stellenbosch University
en
Boosting the Predictability of the Market Risk Premium
The market risk premium is an essential quantity, yet hard to estimate. Limiting correlations between the pricing kernel and market returns to the interval [-1, 0] informs on the risk premium.
Quantitative Finance
