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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| 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. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Physical text |
| Other formats | Digital text-[English] |
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| Binding | Processed |
| Description | v, 39p. : graphs, references ; 28 cm. |
| ISSN | 1192-5434 |
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