Evaluating portfolio performance with stochastic discount factors
Magnus Dahlquist and Paul Söderlind
| Year of publication: |
2001
|
|---|---|
| Authors: | Dahlquist, Magnus ; Söderlind, Paul |
| Published in: |
New research in financial markets. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-924321-2. - 2001, p. 3-37
|
| Subject: | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Schweden | Sweden | Momentenmethode | Method of moments | 1986-1994 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: New research in financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001674474