A rehabilitation of stochastic discount factor methodology
By: John H. Cochrane.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 8533; Working paper series (National Bureau of Economic Research) -- working paper no. 8533.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Subjects: Capital assets pricing model.
Notes: "October 2001."

Includes bibliographical references (p. 7).

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Electronic version available via the Internet at the NBER World Wide Web site.