Evaluating Fund Performance Within the Stochastic Discount Factor Framework
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-73443-5_13-1
Reference57 articles.
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3. Almeida, C., K. Ardison, and R. Garcia. 2020. Nonparametric assessment of hedge fund performance. Journal of Econometrics 214: 349–378.
4. Almeida, C., and R. Garcia. 2012. Assessing misspecified asset pricing models with empirical likelihood estimators. Journal of Econometrics 170: 519–537.
5. ———. 2017. Economic implications of nonlinear pricing kernels. Management Science 63: 3361–3380.
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