Conditional performance measurement using portfolio weights: Evidence for pension funds

Journal of Financial Economics

Volumn 65, Issue 2, 2002, Pages 249-282

  Ferson, Wayne ^a,b,d   Khang, Kenneth ^c  

^a BOSTON COLLEGE   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

^d BOSTON COLLEGE   (United States)

Author keywords

Conditioning; Pension funds; Performance evaluation; Portfolio weights

Indexed keywords

EID: 0036698282     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(02)00140-X     Document Type: Article

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