Describe the stochastic discount factor approach to evaluating mutual fund performance.
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Describe the stochastic discount factor approach to evaluating mutual fund performance.
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The stochastic discount factor SDF approach is an analytical framework used to evaluate mutual fund performance It involves comparing the expected ret...View the full answer
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Related Book For
Mutual Funds And Exchange Traded Funds Building Blocks To Wealth
ISBN: 9780190207434
1st Edition
Authors: H. Kent Baker, Greg Filbeck, Halil Kiymaz
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