Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors (Q672636): Difference between revisions

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Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors
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    Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors (English)
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    28 February 1997
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    Stochastic discount factors
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    Bayesian analysis
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    Hansen-Jagannathan bounds
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