The stochastic discount factor
Subtitle: extending the volatility bound and a new approach to portfolio selection with higher-order moments
By: by Fousseni Chabi-Yo, René Garcia, and Eric Renault.
Contributors: Garcia, René.; Renault, Éric.; Bank of Canada.
Series: Bank of Canada working paper -- 2005-2; Working paper (Bank of Canada) -- 2005-2.
Publisher: Bank of Canada
Published: 2005
Place of publication: Ottawa
Language: eng
Number of pages: 39
Subjects: Derivative securities -- Econometric models.; Capital market -- Econometric models.
Notes: Distributed by the Government of Canada Depository Services Program.

Available also on the Internet.

Includes abstract in French.