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Eigenfunction problems
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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
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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
In this paper, we develop lower bounds on the variance of the permanent component and the
transitory
component
, and on …
Persistent link: https://www.econbiz.de/10010571646
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