David Jackson

Carleton University - Eric Sprott School of Business

1125 Colonel By Drive

Ottawa, Ontario K1S SB6

Canada

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Scholarly Papers (1)

Performance Evaluation with Stochastic Discount Factors

Number of pages: 38 Posted: 26 Feb 2002
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Downloads 389 (103,936)

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Performance evaluation, stochastic discount factors, mutual funds, conditional asset pricing

Performance Evaluation with Stochastic Discount Factors

NBER Working Paper No. w8791
Number of pages: 50 Posted: 14 Feb 2002 Last Revised: 04 Apr 2022
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Downloads 48 (531,346)
Citation 1

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Performance Evaluation with Stochastic Discount Factors

Posted: 17 Apr 2002
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago

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