Open AccessPerformance Evaluation with Stochastic Discount Factors
Author(s) -
Heber Farnsworth,
Wayne Ferson,
David Jackson,
Steven Todd
Publication year - 2002
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w8791
Subject(s) - stochastic discount factor , econometrics , economics , business , mathematics , capital asset pricing model