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Some desiderata for the measurement of price discovery across markets
Lehmann, Bruce Neal - In: Journal of financial markets 5 (2002) 3, pp. 259-276
Persistent link: https://www.econbiz.de/10001706042
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Performance measurement using multiple asset class portfolio data : a study of UK pensions fund
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997
Persistent link: https://www.econbiz.de/10001469926
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Performance measurement using multiple asset class portfolio data : a study of UK pension fonds
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997
Persistent link: https://www.econbiz.de/10000637545