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
This working paper is part of a series that examines a range of economic and financial issues of interest to bankers, economists and policymakers.
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Department/Agency | Bank of Canada. |
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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 | Working paper1192-54342005-2 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Paper |
Other formats | Electronic-[English] |
Note(s) | (Résumé en français.) |
Publishing information | Bank of Canada 2005. |
Binding | Processed |
Description | v, 39p. : graphs, references ; 28 cm. |
ISSN | 1192-5434 |
Catalogue number |
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