PodcastIntel
Sign in Get Started Free
Wharton School
Wharton School

Discount Factor Estimation in Asset Prices: Finance Research Presentation at Wharton

Jul 31, 2026 · 1:02:48
✨ AI Summary
  • Guofu Zhou presents a framework for estimating pricing kernel using efficient portfolios.
  • Research explores factor investing, asset pricing, and quantitative finance methods.
  • Utilizes LASSO regularization for factor estimation.

More from Wharton School

View all episodes →

Get AI Summaries for Every New Episode

Subscribe to Wharton School and get AI summaries, guest tracking, and email digests delivered automatically.

Sign Up Free →