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The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments
Chabi-Yo, Fousseni, (2005)
State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle
State Dependence Can Explain the Risk Aversion Puzzle
Chabi-Yo, Fousseni, (2008)