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

DOI10.1016/0165-1765(95)00684-8zbMath0900.90157OpenAlexW2038681382MaRDI QIDQ672636

Benoît Carmichael, Lucie Samson, 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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