Journal of Financial and Quantitative Analysis Vol. 22 No. 4 1987
A Comparison of Single and Multifactor Portfolio Performance Methodologies
Abstract
Nai-Fu Chen, Thomas E. Copeland, David Mayers, A Comparison of Single and Multifactor Portfolio Performance Methodologies, The Journal of Financial and Quantitative Analysis, Vol. 22, No. 4 (Dec., 1987), pp. 401-417
- DOI
- 10.2307/2330792
- Volume
- 22
- Issue
- 4
- Pages
- 401
- Sources
- crossref openalex