%0 Journal Article %1 Ayadi2005 %A Ayadi, Mohamed A. %A Kryzanowski, Lawrence %D 2005 %J Journal of Banking & Finance %K Stochastic discount factor %N 3 %P 623--659 %T Portfolio performance measurement using APM-free kernel models %U http://www.sciencedirect.com/science/article/B6VCY-4CPDJTM-3/1/9d46cc06750d4e7a693501791b91a338 %V 29

@article{Ayadi2005, added-at = {2008-04-22T13:53:19.000+0200}, author = {Ayadi, Mohamed A. and Kryzanowski, Lawrence}, biburl = {https://www.bibsonomy.org/bibtex/28b4ec2538474ed39a5ff20210846fc48/smicha}, description = {Journal of Banking & Finance}, interhash = {2a5e562bee86a0f3be3794ced61912a7}, intrahash = {8b4ec2538474ed39a5ff20210846fc48}, journal = {Journal of Banking \& Finance}, keywords = {Stochastic discount factor}, month = Mar, number = 3, pages = {623--659}, timestamp = {2008-04-22T13:57:24.000+0200}, title = {Portfolio performance measurement using APM-free kernel models}, url = {http://www.sciencedirect.com/science/article/B6VCY-4CPDJTM-3/1/9d46cc06750d4e7a693501791b91a338}, volume = 29, year = 2005 }