Grant: Insight Grants
HEC Montréal
$37,500.00
Conditional Model-Free Stochastic Discount Factors
FY 2024-25
Program
Insight Grants
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
20998904
File number
435-2025-1323
Name nom
Orlowski, Piotr
Role rôle
Applicant
Amount montant
37500.0
Fiscal year exercice financier
2024
Institution
HEC Montréal
Établissement
HEC Montréal
Province id
QC
Province en
Quebec
Province fr
Québec
Competition year année du concours
2025
Title titre
Conditional Model-Free Stochastic Discount Factors
Keywords mots clés
assset pricing; stochastic discount factor; non-parametric methods; machine learning
Program
Insight Grants
Programme
Subventions Savoir
Sshrc discipline en
Finance, Banking, Insurance
Crsh discipline fr
Finances, assurances, systèmes bancaires
Sshrc main discipline
Management, Business, Administrative Studies
Crsh discipline principale
Sciences administratives, gestion des affaires et commerce
Sshrc area of research
Financial and Monetary Systems
Crsh domaine de recherche
Systèmes financiers et monétaires
Crdc field of research
Not Applicable
Ccrd domaine de recherche
Sans objet
