A Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation

Author:

Ayadi Mohamed A.,Kryzanowski Lawrence

Publisher

Springer-Verlag

Reference71 articles.

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3. Ayadi, M.A. and Kryzanowski, L. (2005). Portfolio performance measurement using APM-free kernels models. Journal of Banking and Finance, 29:623–659.

4. Ayadi, M.A. and Kryzanowski, L. (2004). Performance of Canadian Fixed-Income Mutual Funds. Working paper, Concordia University.

5. Balduzzi, P. and Robotti, C. (2001). Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-Beta Models. Working paper, Boston College.

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