Generalized Functional Form for Mutual Fund Returns

Jensen developed a well-known portfolio performance evaluation measure. Subsequently, Jensen formulated a return-generating model to measure portfolio performance. Lee proposed a generalized specification of the model. This paper investigates the implications of the generalized return-generating model developed by Jensen and Lee

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Year of publication:	2019
Authors:	Fabozzi, Frank J.
Other Persons:	Francis, Jack Clark (contributor) ; Lee, Cheng-Few (contributor)
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Investmentfonds \| Investment Fund \| Kapitaleinkommen \| Capital income \| Theorie \| Theory

Extent:	1 Online-Ressource (15 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: JOURNAL OF FINANCIAL & QUANTITATIVE ANALYSIS, 1980 December, XV(5), pages 1107-1120 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 30, 1980 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012904361