Conditioning information and variance bounds on pricing kernels

Review of Financial Studies

Volumn 17, Issue 2, 2004, Pages 339-378

  Bekaert, Geert ^a,b,d   Liu, Jun ^c  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4344671754     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/hhg052     Document Type: Article

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