Portfolio performance sensitivity for various asset-pricing kernels (Q2384593): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:57, 5 March 2024
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)
0 references
10 October 2007
0 references
Performance measurement
0 references
asset-pricing kernels
0 references
generalized method of moments
0 references
conditioning information
0 references
mutual fund returns
0 references