no code implementations • 26 Jul 2021 • Alan L. Lewis, Dan Pirjol
We study the analyticity properties of the function $g(u)$ in the complex $u$-plane and show that it is holomorphic in the strip $|\Im(u) |< \pi$.
no code implementations • 28 Apr 2020 • Alan L. Lewis
We study equity risk premiums in the United States during the COVID-19 pandemic.
no code implementations • 31 Oct 2019 • Alan L. Lewis
From the inferred real-world densities, the equity risk premium is readily calculated.
