Portfolio performance sensitivity for various asset-pricing kernels (Q2384593): Difference between revisions

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Latest revision as of 10:43, 27 June 2024

scientific article
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Portfolio performance sensitivity for various asset-pricing kernels
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    Portfolio performance sensitivity for various asset-pricing kernels (English)
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    10 October 2007
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    Performance measurement
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    asset-pricing kernels
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    generalized method of moments
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    conditioning information
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    mutual fund returns
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