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Stochastic discount factor bounds with conditioning information / Wayne E. Ferson, Andrew F. Siegel

Author
Ferson, Wayne E.
Published
Cambridge, MA : National Bureau of Economic Research, [2002]
Copyright Date
©2002
Physical Description
46 pages ; 22 cm.
Additional Creators
Siegel, Andrew F. and National Bureau of Economic Research
Online Version

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Note
"February 2002."
Bibliography Note
Includes bibliographical references (pages 37-40).
Other Forms
Also available in PDF from the NBER world wide web site (www.nber.org).
View MARC record | catkey: 2316520