000 01324nam##2200301za#4500
0019.580942
003CaOODSP
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007cr |||||||||||
008150406|2005||||xxc|||||o    f|0| 0 eng|d
022 |a1701-9397
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/105-2E-PDF
1102 |aBank of Canada.
24514|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.
260 |aOttawa - Ontario : |bBank of Canada
300 |a48p.|bfigs., graphs, references
4901 |aBank of Canada working paper|x1701-9397|v2005-2
500 |aFile reproduced from original print. The ISSN (1192-5434) for the print edition appears in the PDF version.
546 |aRésumé en français.
590 |a15-05-Supp|b2015-03-31
7201 |aGarcia, René
7201 |aRenault, Eric
7201 |aChabi-Yo, Fousseni
7760#|tThe stochastic discount factor : |w(CaOODSP)9.617255
830#0|aWorking paper (Bank of Canada)|x1701-9397|v2005-2|w(CaOODSP)9.504604
85640|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