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The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments

Author: Fousseni Chabi-Yo; René Garcia; Éric Renault; Bank of Canada.
Publisher: Ottawa : Bank of Canada, 2005.
Series: Working paper (Bank of Canada : Online), 2005-2.
Edition/Format:   eBook : Document : National government publication : EnglishView all editions and formats
Database:WorldCat
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Material Type: Document, Government publication, National government publication, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Fousseni Chabi-Yo; René Garcia; Éric Renault; Bank of Canada.
OCLC Number: 58050989
Language Note: Includes abstract in French.
Notes: Publisher's Web site: http://www.bankofcanada.ca.
Archived by Library and Archives Canada.
Title from title screen (viewed on Feb. 21, 2005).
Details: System requirements: Adobe Acrobat Reader.; Mode of access: World Wide Web.
Series Title: Working paper (Bank of Canada : Online), 2005-2.
Responsibility: by Fousseni Chabi-Yo, René Garcia, and Eric Renault.

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