The cross-sectional dispersion of stock returns, alpha, and the information ratio
Larry R. Gorman, Steven G. Sapra, and Robert A. Weigand
| Year of publication: |
2010
|
|---|---|
| Authors: | Gorman, Larry R. ; Sapra, Steven G. ; Weigand, Robert A. |
| Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 19.2010, 3, p. 113-127
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009308458