Showing 1 - 10 of 1,276
Persistent link: https://www.econbiz.de/10005465988
Persistent link: https://www.econbiz.de/10005139309
Persistent link: https://www.econbiz.de/10002200312
Persistent link: https://www.econbiz.de/10002174059
Persistent link: https://www.econbiz.de/10002174069
Persistent link: https://www.econbiz.de/10002174078
Persistent link: https://www.econbiz.de/10002174202
Persistent link: https://www.econbiz.de/10002174213
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...
Persistent link: https://www.econbiz.de/10012904361
The purpose of this paper is to assess the stability of the single index market model. Binary variables are attached to the alphas and betas to measure their tendency to change as the business cycle proceeds. Significant instability is reported
Persistent link: https://www.econbiz.de/10012904375