Evaluating Portfolio Performance with Stochastic Discount Factors
| 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 2416177. - Vol. 72.1999, 3, p. 347-384
|