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
37
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