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
| Year of publication: |
2005
|
|---|---|
| Authors: | Chabi-Yo, Fousseni ; Garcia, René ; Renault, Eric |
| Publisher: |
Ottawa, Ontario : Bank of Canada |
| Subject: | Theorie | Theory | CAPM | Volatilität | Volatility | Diskontierung | Discounting | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Extent: | V, 39 S graph. Darst |
|---|---|
| Series: | Working paper / Bank of Canada. - Ottawa : [Verlag nicht ermittelbar], ISSN 1192-5434, ZDB-ID 2185930-9. - Vol. 2005,2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.bankofcanada.ca/publications/working.papers/2005/wp05-2.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002655756