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  • Search: subject:"Eigenfunction problems"
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Subject
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Eigenfunction problems 2 Permanent component 2 Stochastic discount factors 2 Transitory component 2 Variance bounds 2 CAPM 1 Discounting 1 Diskontierung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Chabi-Yo, Fousseni 2 Bakshi, Gurdip 1 Bakshi, Gurdip S. 1
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Journal of Financial Economics 1 Journal of financial economics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip; Chabi-Yo, Fousseni - In: Journal of Financial Economics 105 (2012) 1, pp. 191-208
the variance of the ratio of the permanent to the transitory components of SDFs. Exactly solved eigenfunction problems are …
Persistent link: https://www.econbiz.de/10010571646
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Cover Image
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
Saved in:
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