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Volumn 33, Issue 10, 2009, Pages 1851-1859

Measuring performance in a dynamic world: Conditional mean-variance fundamentals

Author keywords

Conditional Jensen's alpha; Conditional mean variance analysis; Conditional performance measurement

Indexed keywords


EID: 70350055369     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.04.007     Document Type: Article
Times cited : (15)

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