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Consortium of Swiss Academic Libraries

Why not use SDF rather than beta models in performance measurement?

Gusset, Jonas ; Zimmermann, Heinz

In: Financial Markets and Portfolio Management, 2014, vol. 28, no. 4, p. 307-336

Consortium of Swiss Academic Libraries

Martingales and Portfolio Decisions: A User's Guide

Zimmermann, Heinz

In: Financial Markets and Portfolio Management, 2006, vol. 20, no. 1, p. 75-101