Evaluating Fixed Income Fund Performance with Stochastic Discount Factors

2003 ◽  
Author(s):  
Wayne E. Ferson ◽  
Darren J. Kisgen ◽  
Tyler Henry
Keyword(s):  
Fund Performance ◽  
Fixed Income ◽  
Discount Factors ◽  
Stochastic Discount Factors

Evaluating Government Bond Fund Performance with Stochastic Discount Factors

2006 ◽  
Vol 19 (2) ◽  
pp. 423-455 ◽  
Author(s):  
Wayne Ferson ◽  
Tyler R. Henry ◽  
Darren J. Kisgen
Keyword(s):  
Fund Performance ◽  
Government Bond ◽  
Discount Factors ◽  
Stochastic Discount Factors ◽  
Bond Fund

International stochastic discount factors and covariance risk

2021 ◽  
Vol 123 ◽  
pp. 106018
Author(s):  
Nicole Branger ◽  
Michael Herold ◽  
Matthias Muck
Keyword(s):  
Discount Factors ◽  
Stochastic Discount Factors
Sign in / Sign up

Export Citation Format

Share Document