Conditional performance measurement using portfolio weights
Subtitle: evidence for pension funds
By: Wayne Ferson, Kenneth Khang.
Contributors: Khang, Kenneth.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8790; Working paper series (National Bureau of Economic Research) -- working paper no. 8790.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 47
Subjects: Investment analysis -- United States.; Portfolio management -- United States.; Rate of return -- United States.; Pension trusts -- Investments -- United States.
Notes: "February 2002."

JEL no. G12, G14, G23.

Includes bibliographical references.

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