Hedge fund performance evaluation under the stochastic discount factor framework

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Veröffentlicht in:Journal of financial and quantitative analysis
1. Verfasser: Li, Haitao (VerfasserIn)
Weitere Verfasser: Xu, Yuewu (VerfasserIn), Zhang, Xiaoyan (VerfasserIn)
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Sprache:eng
Veröffentlicht: February 2016
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