Bias in fitting the sharpe model to time series data
Richard Roll
| Year of publication: |
1969
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|---|---|
| Authors: | Roll, Richard |
| 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. 4.1969, 3, p. 271-289
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| Subject: | Kapitalanlage | Zeit in der Sozialökonomik |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002702199