A new variance bound on the stochastic discount factor
Year of publication: |
2006
|
---|---|
Authors: | Kan, Raymond ; Zhou, Guofu |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 2, p. 941-961
|
Subject: | CAPM | Theorie | Theory | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process |
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