Conditioning information and variance bounds on pricing kernels
By: Geert Bekaert, Jun Liu.
Contributors: Liu, Jun, 1960-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6880; Working paper series (National Bureau of Economic Research) -- working paper no. 6880.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 40
Subjects: Assets (Accounting) -- Prices -- Econometric models.; Kernel functions.
Other titles: Pricing kernels
Notes: "January 1999."

Includes bibliographical references (p. 36-40).

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