A Comparison of Single and Multifactor Portfolio Performance Methodologies
| Year of publication: |
1987
|
|---|---|
| Authors: | Chen, Nai-Fu ; Copeland, Thomas E. ; Mayers, David |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 22.1987, 04, p. 401-417
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |