Performance evaluation with stochastic discount factors
Year of publication: |
2002
|
---|---|
Authors: | Farnsworth, Heber ; Ferson, Wayne E. ; Jackson, David ; Todd, Steven |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 75.2002, 3, p. 473-503
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienfonds | Equity fund | Diskontierung | Discounting | Theorie | Theory | USA | United States |
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