Work

A New Variance Bound on the Stochastic Discount Factor*

Year: 2006

Type: article

Source: The Journal of Business

DOI: 10.1086/499144

Authors: Raymond Kan, Guofu Zhou

Institution: Washington University in St. Louis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2083700154

FWCI: 1.134

Cites: 27

Cited by: 22

Related to: 10