The sensitivity in tests of the efficiency of a portfolio and portfolio performance measurement
Year of publication: |
1995
|
---|---|
Authors: | Choi, Yoon K. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 35.1995, 2, p. 187-206
|
Subject: | Portfolio-Management | Portfolio selection | Effizienz | Efficiency | CAPM | Theorie | Theory | Schätzung | Estimation | USA | United States | 1931-1965 |
-
Frontier efficiency, capital structure, and portfolio risk : an empirical analysis of U.S. banks
Ding, Dong, (2018)
-
Hagemeister, Meike Martina, (2010)
-
A portfolio theory of defaultable bonds and its empirical validation
Schubert, Dirk A., (2004)
- More ...
-
Does executive compensation reflect corporate productivity?
Choi, Yoon K., (2020)
-
Relative portfolio performance evaluation and incentive structure
Choi, Yoon K., (2006)
-
Corporate restructuring, financial deregulation, and firm value : evidence from Japanese " spin-ins"
Choi, Yoon K., (2013)
- More ...