The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments / by Fousseni Chabi-Yo, René Garcia, and Eric Renault. : FB3-2/105-2E-PDF
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments / by Fousseni Chabi-Yo, René Garcia, and Eric Renault. |
| Series title | Bank of Canada working paper1701-93972005-2 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Other formats | Paper-[English] |
| Note(s) | File reproduced from original print. The ISSN (1192-5434) for the print edition appears in the PDF version. Résumé en français. |
| Publishing information | Ottawa - Ontario : Bank of Canada |
| Description | 48p.figs., graphs, references |
| ISSN | 1701-9397 |
| Catalogue number |
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