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| 01324nam##2200301za#4500 |
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001 | 9.580942 |
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003 | CaOODSP |
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005 | 20211126112846 |
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007 | cr ||||||||||| |
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008 | 150406|2005||||xxc|||||o f|0| 0 eng|d |
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022 | |a1701-9397 |
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040 | |aCaOODSP|beng |
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043 | |an-cn--- |
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086 | 1 |aFB3-2/105-2E-PDF |
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110 | 2 |aBank of Canada. |
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245 | 14|aThe stochastic discount factor : |h[electronic resource]|bextending the volatility bound and a new approach to portfolio selection with higher-order moments / |cby Fousseni Chabi-Yo, René Garcia, and Eric Renault. |
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260 | |aOttawa - Ontario : |bBank of Canada |
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300 | |a48p.|bfigs., graphs, references |
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490 | 1 |aBank of Canada working paper|x1701-9397|v2005-2 |
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500 | |aFile reproduced from original print. The ISSN (1192-5434) for the print edition appears in the PDF version. |
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546 | |aRésumé en français. |
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590 | |a15-05-Supp|b2015-03-31 |
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720 | 1 |aGarcia, René |
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720 | 1 |aRenault, Eric |
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720 | 1 |aChabi-Yo, Fousseni |
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776 | 0#|tThe stochastic discount factor : |w(CaOODSP)9.617255 |
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830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v2005-2|w(CaOODSP)9.504604 |
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856 | 40|ahttp://publications.gc.ca|qPDF|s774 KB|uhttps://publications.gc.ca/collections/collection_2014/banque-bank-canada/FB3-2-105-2-eng.pdf|y2005-2 |
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