Why not use SDF rather than beta models in performance measurement?
Year of publication: |
2014
|
---|---|
Authors: | Gusset, Jonas ; Zimmermann, Heinz |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 4, p. 307-336
|
Subject: | Performance measurement | Conditioning information | Mutual funds | Performance-Messung | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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