Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence
2007 ◽
Vol 21
(1)
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pp. 181-231
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2003 ◽
Vol 17
(2)
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pp. 339-378
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Khaldoun Khashanah
◽
Majeed Simaan
◽
Yusif Simaan
Insang Yoo
◽
David R. Smith
1994 ◽
Vol 77
(1)
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pp. 77-80
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A. SNARSKII
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M. SETENKO
◽
I. BEZSOUDNOV
1996 ◽
Vol 39
(3)
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pp. 461-469
◽
Shinsuke MOCHIZUKI
◽
Akimine IZAWA
◽
Hideo OSAKA
2021 ◽
Vol 2
(9)
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pp. 100332
N. Alexia Raharinirina
◽
Felix Peppert
◽
Max von Kleist
◽
Christof Schütte
◽
Vikram Sunkara
2010 ◽
Vol 7
(1)
◽
pp. 1-21
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