Evaluating portfolio performance with stochastic discount factors
Magnus Dahlquist ; Paul Söderlind
| Year of publication: |
1999
|
|---|---|
| Authors: | Dahlquist, Magnus ; Söderlind, Paul |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 72.1999, 3, p. 347-383
|
| Subject: | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Schweden | Sweden | Momentenmethode | Method of moments | 1986-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001392400