Conditioning information and variance bounds on pricing kernels with higher-order moments
Subtitle: theory and evidence
By: by Fousseni Chabi-Yo.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2006-38; Working paper (Bank of Canada) -- 2006-38.
Publisher: Bank of Canada
Published: 2006
Place of publication: Ottawa
Language: eng
Number of pages: 48
Subjects: Capital assets pricing model.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes bibliographical references.

Includes abstract in French.