A bias in Jensen’s alpha when returns are serially correlated
Jangkoo Kang; Soonhee Lee
| Year of publication: |
2013
|
|---|---|
| Authors: | Kang, Jangkoo ; Lee, Soonhee |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 3.2013, 3, p. 188-190
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| Subject: | Performance Measurement | Jensen’s Alpha | Time-Varying Risk | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Schätzung | Estimation | Investmentfonds | Investment Fund | Systematischer Fehler | Bias | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010239686