TY - GEN
AU - Ferson, Wayne E.
TI - Chapter 14. Investment Performance: A Review and Synthesis
SN - 9780444594068
KW - Mutual funds
KW - Hedge funds
KW - Bond funds
KW - Stochastic discount factors
KW - Portfolio holdings
KW - Bootstrap
KW - Market efficiency
KW - Portfolio management
PY - 2013
N2 - This chapter provides a perspective on the rapidly developing literature on investment performance evaluation. I use the stochastic discount factor approach to present and critique current performance measurement techniques in a unified setting. I offer a number of suggestions to improve performance measurement in future research. I also review recent research on the performance of mutual funds, hedge funds, pension funds, and other investment vehicles.
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
Download citation