Stochastic discount factor bounds with conditioning information:
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Bibliographic Details
Main Authors: Ferson, Wayne E. 1951- (Author), Siegel, Andrew F. 1950- (Author)
Format: Book
Language:English
Published: Cambridge, Mass. National Bureau of Economic Research 2002
Series:National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8789
Subjects:
Links:http://papers.nber.org/papers/w8789.pdf
Physical Description:46 S. graph. Darst.