MUTUAL FUND PERFORMANCE

被引:2004
作者
SHARPE, WF [1 ]
机构
[1] UNIV WASHINGTON,SEATTLE,WA
关键词
D O I
10.1086/294846
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:119 / 138
页数:20
相关论文
共 14 条
[1]  
*A WEIS CO, 1953, INV CO
[2]  
*A WEIS CO, 1962, INV CO
[3]  
*A WEIS CO, 1964, INV CO
[4]   PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J].
FAMA, EF .
MANAGEMENT SCIENCE, 1965, 11 (03) :404-419
[5]   THE BEHAVIOR OF STOCK-MARKET PRICES [J].
FAMA, EF .
JOURNAL OF BUSINESS, 1965, 38 (01) :34-105
[6]  
KING BF, 1966, J BUSINESS 2 S, V39
[7]   THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].
MANDELBROT, B .
JOURNAL OF BUSINESS, 1963, 36 (04) :394-419
[8]  
Markowitz H., 1952, J FINANC, V12, P71
[9]  
Markowitz H., 1971, PORTFOLIO SELECTION
[10]   CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK [J].
SHARPE, WF .
JOURNAL OF FINANCE, 1964, 19 (03) :425-442