CONDITIONAL PERFORMANCE MEASUREMENT USING PORTFOLIO WEIGHTS: EVIDENCE FOR PENSION FUNDS
| Year of publication: |
2002
|
|---|---|
| Authors: | Ferson, Wayne ; Khang, Kenneth |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2002, 8790
|