Performance Attribution Using a Multivariate Intertemporal...

Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration 1994 Vol. 11; Iss. 2

Performance Attribution Using a Multivariate Intertemporal Asset Pricing Model with One State Variable

Lawrence Kryzanowski, Simon Lalancette, Minh Chau To
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Volume:
11
Year:
1994
Language:
english
Pages:
11
DOI:
10.1111/j.1936-4490.1994.tb00056.x
File:
PDF, 1.02 MB
english, 1994
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