PERFORMANCE - Beyond Mean-Variance: Performance Measurement in a Nonsymmetrical World - This article presents a simple modification of the CAPM beta that produces correct risk and performance measurement for portfolios with arbitrary return distributions
Year of publication: |
1999
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Authors: | Leland, Hayne E. |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 55.1999, 1, p. 27-36
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