@article{aquantileapproachtoassetpricingmodels,
  title = {A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models},
  author = {Tjeerd de Vries},
  year = {2021},
  eprint = {2105.08208},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2105.08208v6},
}