مرکز منطقه ای اطلاع رساني علوم و فناوري - Portfolio efficiency and discount factor bounds with conditioning information: An empirical study

Title of article :

Portfolio efficiency and discount factor bounds with conditioning information: An empirical study

Author/Authors :

Abhay Abhyankar، نويسنده , , Devraj Basu، نويسنده , , Alexander Stremme، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

419

To page :

437

Keywords :

Bounds , Stochastic discount factors , Conditioning information

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

193990

Link To Document :