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Portfolio performance measurement using APM-free kernel models

  • Ayadi, Mohamed A.
  • Kryzanowski, Lawrence
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-4CPDJTM-3/2/a77c5facbbf0763037944db42b0afd6c
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    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 29 (2005)
    Issue (Month): 3 (March)
    Pages: 623-659

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    Handle: RePEc:eee:jbfina:v:29:y:2005:i:3:p:623-659
    Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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