Performance evaluation with stochastic discount factors
By: Heber Farnsworth ... [et al.].
Contributors: Farnsworth, Heber K., 1968-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8791; Working paper series (National Bureau of Economic Research) -- working paper no. 8791.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 50
Subjects: Portfolio management.; Investment analysis.; Rate of return -- Econometric models.
Genres: Econometric models.
Notes: "February 2002."

JEL no. G12, G14, G23, C15.

Includes bibliographical references.

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Electronic version available via the Internet at the NBER World Wide Web site.