Portfolio performance sensitivity for various asset-pricing kernels (Q2384593): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio performance sensitivity for various asset-pricing kernels |
scientific article |
Statements
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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