Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors

DOI10.1016/0165-1765(95)00684-8MaRDI QIDQ672636zbMATH OpenOpenAlexFDO

Authors L. Samson, Benoît Carmichael, Stephen F. Gordon

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(95)00684-8

zbMATH Keywords

Bayesian analysisHansen-Jagannathan boundsStochastic discount factors

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites work

• Sampling-Based Approaches to Calculating Marginal Densities

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