<?xml version="1.0" encoding="UTF-8"?><marc:collection xmlns:marc="http://www.loc.gov/MARC21/slim">
  <marc:record>
    <marc:leader>00000nam##2200000za#4500</marc:leader>
    <marc:controlfield tag="001">9.617255</marc:controlfield>
    <marc:controlfield tag="003">CaOODSP</marc:controlfield>
    <marc:controlfield tag="005">20211126112848</marc:controlfield>
    <marc:controlfield tag="007">ta</marc:controlfield>
    <marc:controlfield tag="008">150406|2005||||xxc|||||     f|0| 0 eng|d</marc:controlfield>
    <marc:datafield tag="022" ind1=" " ind2=" ">
      <marc:subfield code="a">1192-5434</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="040" ind1=" " ind2=" ">
      <marc:subfield code="a">CaOODSP</marc:subfield>
      <marc:subfield code="b">eng</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="043" ind1=" " ind2=" ">
      <marc:subfield code="a">n-cn---</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="086" ind1="1" ind2=" ">
      <marc:subfield code="a">FB3-2/105-2E</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="110" ind1="2" ind2=" ">
      <marc:subfield code="a">Bank of Canada.</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="245" ind1="1" ind2="4">
      <marc:subfield code="a">The stochastic discount factor : </marc:subfield>
      <marc:subfield code="b">extending the volatility bound and a new approach to portfolio selection with higher-order moments / </marc:subfield>
      <marc:subfield code="c">by Fousseni Chabi-Yo, René Garcia, and Eric Renault. </marc:subfield>
    </marc:datafield>
    <marc:datafield tag="260" ind1=" " ind2=" ">
      <marc:subfield code="b">Bank of Canada </marc:subfield>
      <marc:subfield code="c">2005.</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="300" ind1=" " ind2=" ">
      <marc:subfield code="a">v, 39p. : </marc:subfield>
      <marc:subfield code="b">graphs, references ; </marc:subfield>
      <marc:subfield code="c">28 cm.</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="490" ind1="1" ind2=" ">
      <marc:subfield code="a">Working paper</marc:subfield>
      <marc:subfield code="x">1192-5434</marc:subfield>
      <marc:subfield code="v">2005-2</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="520" ind1="3" ind2=" ">
      <marc:subfield code="a">This working paper is part of a series that examines a range of economic and financial issues of interest to bankers, economists and policymakers.</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="546" ind1=" " ind2=" ">
      <marc:subfield code="a">(Résumé en français.)</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="563" ind1=" " ind2=" ">
      <marc:subfield code="a">Processed</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="590" ind1=" " ind2=" ">
      <marc:subfield code="a">05-07</marc:subfield>
      <marc:subfield code="b">2005-02-18</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="720" ind1="1" ind2=" ">
      <marc:subfield code="a">Garcia, René</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="720" ind1="1" ind2=" ">
      <marc:subfield code="a">Renault, Eric</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="776" ind1="0" ind2="#">
      <marc:subfield code="t">The stochastic discount factor : </marc:subfield>
      <marc:subfield code="w">(CaOODSP)9.580942</marc:subfield>
    </marc:datafield>
    <marc:datafield tag="830" ind1="#" ind2="0">
      <marc:subfield code="a">Working paper,</marc:subfield>
      <marc:subfield code="x">1192-5434</marc:subfield>
      <marc:subfield code="v">2005-2</marc:subfield>
      <marc:subfield code="w">(CaOODSP)9.514622</marc:subfield>
    </marc:datafield>
  </marc:record>
</marc:collection>
