PROBLEMS IN SELECTION OF SECURITY PORTFOLIOS - PERFORMANCE OF MUTUAL FUNDS IN PERIOD 1945-1964 - .1. INTRODUCTION

被引：1880

作者：

JENSEN, MC ^{[1
]}

机构：

[1] UNIV ROCHESTER,COLL BUSINESS,ROCHESTER,NY

来源：

关键词：

D O I：

10.2307/2325404

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：389 / 416

页数：28

共 28 条

[1]

Blume M. E., 1968, THESIS U CHICAGO

[2] EMPIRICAL EVALUATION OF ALTERNATIVE PORTFOLIO-SELECTION MODELS [J].

COHEN, KJ ;

POGUE, JA .

[3]

Dietz P. O., 1966, PENSION FUNDS MEASUR

[4]

FAMA E, UNPUBLISHED MANUSCRI

[5] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J].

FAMA, EF .

[6]

FAMA EF, 1965, J BUS, V37, P34

[7]

Farrar D.E., 1962, INVESTMENT DECISION

[8] PORTFOLIO SELECTION AND INVESTMENT PERFORMANCE [J].

FRIEND, I ;

VICKERS, D .

[9]

FRIEND I, 1962, STUDY MUTUAL FUNDS

[10]

HOROWITZ I, 1965, IMR-IND MANAG REV, V6, P81