Evaluating Portfolio Performance with Stochastic Discount Factors

Journal
Journal of Business
ISSN
0021-9398
Type
journal article
Date Issued
1999-07-01
Author(s)
Dahlquist, Magnus
Language
English
HSG Classification
not classified
Refereed
No
Publisher
University of Chicago Press
Publisher place
Chicago
Volume
72
Number
3
Start page
347
End page
383
Pages
37
URL
Subject(s)

other research area

Division(s)

s/bf - Swiss Institut...

Eprints ID
8749
File(s)
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open access

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FundPerf199808.pdf

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525.25 KB

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HTML

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