Portfolio performance sensitivity for various asset-pricing kernels (Q2384593)
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scientific article; zbMATH DE number 5199344
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| English | Portfolio performance sensitivity for various asset-pricing kernels |
scientific article; zbMATH DE number 5199344 |
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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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0.7223502397537231
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0.7223502397537231
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0.7190467119216919
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0.7159602642059326
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