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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-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.580942&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleThe 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
  • Bank of Canada working paper 1701-9397 2005-2
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[English]
Note(s)
  • File reproduced from original print. The ISSN (1192-5434) for the print edition appears in the PDF version.
  • Résumé en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada
Description48p.figs., graphs, references
ISSN1701-9397
Catalogue number
  • FB3-2/105-2E-PDF
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