Portfolio performance measurement using APM-free kernel models
Year of publication: |
2005
|
---|---|
Authors: | Ayadi, Mohamed A. ; Kryzanowski, Lawrence |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 3, p. 623-659
|
Subject: | CAPM | Core | Investmentfonds | Investment Fund | Kanada | Canada | Momentenmethode | Method of moments | 1989-1999 |
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