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Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.; Khang, Kenneth - In: Journal of financial economics 65 (2002) 2, pp. 249-282
Persistent link: https://www.econbiz.de/10001693006
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Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.; Khang, Kenneth - 2002
Persistent link: https://www.econbiz.de/10001650675
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Conditional Performance Measurement Using Portfolio Weights : Evidence for Pension Funds
Ferson, Wayne - 2002
This paper combines the use of portfolio holdings data and conditioning information to create a new performance measure. Our conditional weight-based measure has several advantages. Using conditioning information avoids biases in weight-based measures as discussed by Grinblatt and Titman (1993)....
Persistent link: https://www.econbiz.de/10012469925
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Conditional performance measurement using portfolio weights: evidence for pension funds
Ferson, Wayne; Khang, Kenneth - In: Journal of Financial Economics 65 (2002) 2, pp. 249-282
Persistent link: https://www.econbiz.de/10005362610
Cover Image
Conditional performance measurement using portfolio weights: evidence for pension funds
Ferson, Wayne; Khang, Kenneth - In: Journal of financial economics 65 (2002) 2, pp. 249-282
Persistent link: https://www.econbiz.de/10006508784
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Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds
Ferson, Wayne; Khang, Kenneth - National Bureau of Economic Research (NBER) - 2002
This paper combines the use of portfolio holdings data and conditioning information to create a new performance measure. Our conditional weight-based measure has several advantages. Using conditioning information avoids biases in weight-based measures as discussed by Grinblatt and Titman (1993)....
Persistent link: https://www.econbiz.de/10005718904
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Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses
Bange, Mary M.; Khang, Kenneth; Miller, Thomas W. - In: Journal of empirical finance 15 (2008) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10003759188
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Short horizon liquidity and trading activity in the US Treasury market : do inventory holding costs matter?
Khang, Kenneth; King, Tao-Hsien Dolly - In: Applied financial economics 20 (2010) 13/15, pp. 1085-1098
Persistent link: https://www.econbiz.de/10009010303
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The determinants of corporate debt mix
Khang, Kenneth; King, Tao-Hsien Dolly; Nguyen Hung - In: Quarterly journal of finance & accounting : QJFA 52 (2014) 3/4, pp. 119-166
Persistent link: https://www.econbiz.de/10011430643
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What determines outstanding corporate debt mix? : evidence from fractional multinomial logit estimation
Khang, Kenneth; King, Tao-Hsien Dolly; Nguyen Hung - In: Applied economics 48 (2016) 4/6, pp. 276-291
Persistent link: https://www.econbiz.de/10011412721