Evaluating government bond fund performance with stochastic discount factors

Review of Financial Studies

Volumn 19, Issue 2, 2006, Pages 423-455

  Ferson, Wayne ^a,c   Henry, Tyler R ^b   Kisgen, Darren J ^c  

^a NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^b UNIVERSITY OF GEORGIA   (United States)

^c BOSTON COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645743007     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhj015     Document Type: Article

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