Journal of Financial and Quantitative Analysis Vol. 13 No. 2 1978
Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio
Abstract
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
- DOI
- 10.2307/2330388
- Volume
- 13
- Issue
- 2
- Pages
- 299
- Sources
- crossref openalex