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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Economics letters"
~isPartOf:"Finance and stochastics"
~subject:"Game theory"
~subject:"Stock market"
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Portfolio selection
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Journal of financial and quantitative analysis : JFQA
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A comparison of single and multifactor portfolio performance methodologies
Chen, Nai-fu
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 401-417
Persistent link: https://www.econbiz.de/10001043905
Saved in:
502
Performance incentive fees : an agency theoretic approach
Starks, Laura T.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10001023055
Saved in:
503
Asset price bubbles from poorly aggregated information : a parametric example
Friedman, Daniel
- In:
Economics letters
21
(
1986
)
1
,
pp. 49-52
Persistent link: https://www.econbiz.de/10001014758
Saved in:
504
The application of errors-in-variables methodology to capital market research : evidence on the small-firm effect
Booth, James R.
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 501-515
Persistent link: https://www.econbiz.de/10001007344
Saved in:
505
Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A.
- In:
Journal of financial and quantitative analysis : JFQA
18
(
1983
)
4
,
pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
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