A comparison of single and multifactor portfolio performance methodologies
Year of publication: |
1987
|
---|---|
Authors: | Chen, Nai-fu |
Other Persons: | Copeland, Thomas E. (contributor) ; Mayers, David (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 22.1987, 4, p. 401-417
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | 1987 |
-
Mehra, Rajnish, (1988)
-
Grinblatt, Mark, (1988)
-
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca, (2011)
- More ...
-
A Comparison of Single and Multifactor Portfolio Performance Methodologies
Chen, Nai-Fu, (1987)
-
A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83)
Chen, Nai-fu, (1987)
-
The value line enigma (1965-1978) : A case study of performance evaluation issues
Copeland, Thomas E., (1982)
- More ...