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 |
-
Portfolio insurance and other investor fashions as factors in the 1987 stock market crash
Shiller, Robert J., (1988)
-
Equilibrium under uncertain inflation : a discrete time approach
Levy, Haim, (1987)
-
Frankfurter, George M., (1987)
- More ...
-
A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83)
Chen, Nai-fu, (1987)
-
A Comparison of Single and Multifactor Portfolio Performance Methodologies
Chen, Nai-Fu, (1987)
-
The value line enigma (1965-1978) : A case study of performance evaluation issues
Copeland, Thomas E., (1982)
- More ...