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MUTUAL FUND PERFORMANCE - AN ANALYSIS OF QUARTERLY PORTFOLIO HOLDINGS
被引:393
作者
:
GRINBLATT, M
论文数:
0
引用数:
0
h-index:
0
GRINBLATT, M
TITMAN, S
论文数:
0
引用数:
0
h-index:
0
TITMAN, S
机构
:
来源
:
JOURNAL OF BUSINESS
|
1989年
/ 62卷
/ 03期
关键词
:
D O I
:
10.1086/296468
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:393 / 416
页数:24
相关论文
共 16 条
[1]
ADMATI A, 1989, ECONOMETRICA
[2]
THE VALUE LINE ENIGMA (1965-1978) - A CASE-STUDY OF PERFORMANCE EVALUATION ISSUES
COPELAND, TE
论文数:
0
引用数:
0
h-index:
0
COPELAND, TE
MAYERS, D
论文数:
0
引用数:
0
h-index:
0
MAYERS, D
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1982,
10
(03)
: 289
-
321
[3]
DIFFERENTIAL INFORMATION AND PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
[J].
JOURNAL OF FINANCE,
1985,
40
(02)
: 383
-
399
[4]
THE RELATION BETWEEN MEAN-VARIANCE EFFICIENCY AND ARBITRAGE PRICING
GRINBLATT, M
论文数:
0
引用数:
0
h-index:
0
GRINBLATT, M
TITMAN, S
论文数:
0
引用数:
0
h-index:
0
TITMAN, S
[J].
JOURNAL OF BUSINESS,
1987,
60
(01)
: 97
-
112
[5]
Grinblatt M., 1988, EVALUATION MUTUAL FU
[6]
GRINBLATT M, 1989, REV FINANCIAL STUDIE
[7]
PROBLEMS IN SELECTION OF SECURITY PORTFOLIOS - PERFORMANCE OF MUTUAL FUNDS IN PERIOD 1945-1964 - .1. INTRODUCTION
JENSEN, MC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,COLL BUSINESS,ROCHESTER,NY
UNIV ROCHESTER,COLL BUSINESS,ROCHESTER,NY
JENSEN, MC
[J].
JOURNAL OF FINANCE,
1968,
23
(02)
: 389
-
416
[8]
RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS
JENSEN, MC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA
UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA
JENSEN, MC
[J].
JOURNAL OF BUSINESS,
1969,
42
(02)
: 167
-
247
[9]
Jensen MC., 1972, MATH METHODS INVESTM
[10]
THE EMPIRICAL FOUNDATIONS OF THE ARBITRAGE PRICING THEORY
LEHMANN, BN
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,CAMBRIDGE,MA 02138
LEHMANN, BN
MODEST, DM
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,CAMBRIDGE,MA 02138
MODEST, DM
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1988,
21
(02)
: 213
-
254
←
1
2
→
共 16 条
[1]
ADMATI A, 1989, ECONOMETRICA
[2]
THE VALUE LINE ENIGMA (1965-1978) - A CASE-STUDY OF PERFORMANCE EVALUATION ISSUES
COPELAND, TE
论文数:
0
引用数:
0
h-index:
0
COPELAND, TE
MAYERS, D
论文数:
0
引用数:
0
h-index:
0
MAYERS, D
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1982,
10
(03)
: 289
-
321
[3]
DIFFERENTIAL INFORMATION AND PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
[J].
JOURNAL OF FINANCE,
1985,
40
(02)
: 383
-
399
[4]
THE RELATION BETWEEN MEAN-VARIANCE EFFICIENCY AND ARBITRAGE PRICING
GRINBLATT, M
论文数:
0
引用数:
0
h-index:
0
GRINBLATT, M
TITMAN, S
论文数:
0
引用数:
0
h-index:
0
TITMAN, S
[J].
JOURNAL OF BUSINESS,
1987,
60
(01)
: 97
-
112
[5]
Grinblatt M., 1988, EVALUATION MUTUAL FU
[6]
GRINBLATT M, 1989, REV FINANCIAL STUDIE
[7]
PROBLEMS IN SELECTION OF SECURITY PORTFOLIOS - PERFORMANCE OF MUTUAL FUNDS IN PERIOD 1945-1964 - .1. INTRODUCTION
JENSEN, MC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,COLL BUSINESS,ROCHESTER,NY
UNIV ROCHESTER,COLL BUSINESS,ROCHESTER,NY
JENSEN, MC
[J].
JOURNAL OF FINANCE,
1968,
23
(02)
: 389
-
416
[8]
RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS
JENSEN, MC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA
UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA
JENSEN, MC
[J].
JOURNAL OF BUSINESS,
1969,
42
(02)
: 167
-
247
[9]
Jensen MC., 1972, MATH METHODS INVESTM
[10]
THE EMPIRICAL FOUNDATIONS OF THE ARBITRAGE PRICING THEORY
LEHMANN, BN
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,CAMBRIDGE,MA 02138
LEHMANN, BN
MODEST, DM
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,CAMBRIDGE,MA 02138
MODEST, DM
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1988,
21
(02)
: 213
-
254
←
1
2
→