A contingent claim approach to performance evaluation

L. R. Glosten and Ravi Jagannathan

Journal of Empirical Finance, 1994, vol. 1, issue 2, 133-160

Date: 1994
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Working Paper: A contingent claim approach to performance evaluation (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:1:y:1994:i:2:p:133-160

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