مرکز منطقه ای اطلاع رساني علوم و فناوري - Portfolio performance measurement using APM-free kernel models

Title of article :

Portfolio performance measurement using APM-free kernel models

Author/Authors :

Mohamed A. Ayadi، نويسنده , , Lawrence Kryzanowski، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

623

To page :

659

Keywords :

Conditional models , Mutual fund returns , Performance measures , Generalized Method of Moments , Survivorship bias , Stochastic discount factor

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193705

Link To Document :