Jun He
Post
Research
Note
Data
Bergen
🌞
Wayne Ferson
← Papers reviewed on this blog
[2006 RFS]
基金经理偷偷在月中换了仓,我们的「业绩尺子」还准吗?
Evaluating Government Bond Fund Performance with Stochastic Discount Factors
Jun 2026
[2002 JFE]
基金经理偷偷换了仓,你的「业绩尺子」就量错了
Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds
Jun 2026