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Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio

Journal of Financial and Quantitative Analysis 1978 13(2), 299

Cheng F. Lee, Frank C. Jen, Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio, The Journal of Financial and Quantitative Analysis, Vol. 13, No. 2 (Jun., 1978), pp. 299-312

BLOCK RECURSIVE SYSTEMS IN ASSET PRICING MODELS: AN EXTENSION

Cheng F. Lee; William P. Lloyd

Journal of Finance 1978 33(2), 640-644

Block Recursive Systems in Asset Pricing Models: An Extension

Cheng F. Lee; William P. Lloyd

Journal of Finance 1978 33(2), 640

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Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio

BLOCK RECURSIVE SYSTEMS IN ASSET PRICING MODELS: AN EXTENSION

Block Recursive Systems in Asset Pricing Models: An Extension