The analytics of performance measurement using a security market line
Year of publication: |
1985
|
---|---|
Authors: | Dybvig, Philip H. ; Ross, Stephen A. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 40.1985, 2, p. 401-416
|
Subject: | Kapitalanlage Portefeuilleplanung | Performance-Messung | Performance measurement | Theorie | Theory | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading |
-
Hedge fund strategy replication
Tancar, Roman, (2013)
-
The statistics of capture ratios
Jiang, Ruihong, (2022)
-
Explaining hedge fund investment styles by loss aversion
Siegmann, Adriaan Hendrik, (2002)
- More ...
-
Tax clienteles and asset pricing
Dybvig, Philip H., (1986)
-
Long forward and zero-coupon rates can never fall
Dybvig, Philip H., (1996)
-
Arbitrage, state prices and portfolio theory
Dybvig, Philip H., (2003)
- More ...