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| 01119nam##2200289za#4500 |
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| 001 | 9.617255 |
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| 003 | CaOODSP |
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| 005 | 20211126112848 |
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| 007 | ta |
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| 008 | 150406|2005||||xxc||||| f|0| 0 eng|d |
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| 022 | |a1192-5434 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/105-2E |
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| 110 | 2 |aBank of Canada. |
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| 245 | 14|aThe stochastic discount factor : |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 | |bBank of Canada |c2005. |
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| 300 | |av, 39p. : |bgraphs, references ; |c28 cm. |
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| 490 | 1 |aWorking paper|x1192-5434|v2005-2 |
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| 520 | 3 |aThis 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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| 546 | |a(Résumé en français.) |
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| 563 | |aProcessed |
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| 590 | |a05-07|b2005-02-18 |
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| 720 | 1 |aGarcia, René |
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| 720 | 1 |aRenault, Eric |
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| 776 | 0#|tThe stochastic discount factor : |w(CaOODSP)9.580942 |
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| 830 | #0|aWorking paper,|x1192-5434|v2005-2|w(CaOODSP)9.514622 |
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