An arbitrage princing approach to evaluating mutual fund performance
Year of publication: |
1985
|
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Authors: | Chang, Eric C. ; Levellen, Wilbur G. |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 8.1985, 1, p. 15-30
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Subject: | Kapitalanlage Portefeuilleplanung | Börsenarbitrage | Unternehmungsfinanzierungsunternehmung | Vereinigte Staaten | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Arbitrage | Portfolio-Management | Portfolio selection | Theorie | Theory | Performance-Messung | Performance measurement | Arbitrage Pricing | Arbitrage pricing |
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