Investment performance evaluation

Annual Review of Financial Economics

Volumn 2, Issue , 2010, Pages 207-234

  Ferson, Wayne E ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Alpha; Bond funds; Hedge funds; Investor clienteles; Market timing; Mutual funds; Portfolio holdings; Portfolio management; Stochastic discount factors

Indexed keywords

EID: 79952578736     PISSN: 19411367     EISSN: 19411375     Source Type: Journal    
DOI: 10.1146/annurev-financial-120209-134007     Document Type: Article

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