Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
| Year of publication: |
2008
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|---|---|
| Authors: | Chabi-Yo, Fousseni |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2008, 1, p. 181-232
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