Evaluating Portfolio Performance with Stochastic Discount Factors

Item Type Journal paper
Abstract
Authors Dahlquist, Magnus & Söderlind, Paul
Journal or Publication Title Journal of Business
Language English
Subjects other research area
Institute/School s/bf - Swiss Institute of Banking and Finance
HSG Classification not classified
Refereed No
Date 1 July 1999
Publisher University of Chicago Press
Place of Publication Chicago
Volume 72
Number 3
Page Range 347-383
Number of Pages 37
ISSN 0021-9398
Depositing User Prof. PhD. Paul Söderlind
Date Deposited 11 Mar 2005 17:41
Last Modified 23 Aug 2016 10:55
URI: https://www.alexandria.unisg.ch/publications/8749

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Citation

Dahlquist, Magnus & Söderlind, Paul (1999) Evaluating Portfolio Performance with Stochastic Discount Factors. Journal of Business, 72 (3). 347-383. ISSN 0021-9398

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https://www.alexandria.unisg.ch/id/eprint/8749
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