✦ LIBER ✦

Bounds on the autocorrelation of admissible stochastic discount factors

✍ Scribed by Stéphane Chrétien

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A New Variance Bound on the Stochastic D

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A Critique of the Stochastic Discount Fa

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✍ Belén Nieto; Gonzalo Rubio 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 367 KB

A note on the bounds on autocorrelation

✍ Zemanian, A.H. 📂 Article 📅 1955 🏛 Institute of Electrical and Electronics Engineers 🌐 English ⚖ 382 KB

On the decomposition of stochastic disco

✍ F. Beccacece; M. Li Calzi 📂 Article 📅 1991 🏛 Springer Milan 🌐 English ⚖ 618 KB