THE USE OF ALPHAS TO IMPROVE PERFORMANCE

[1] THE RELATIVE EFFICIENCY OF VARIOUS PORTFOLIOS - SOME FURTHER EVIDENCE [J]. JOURNAL OF FINANCE, 1980, 35 (02) : 269 - 281

[2] IBBOTSON RG, 1978, UNPUB CORPORATE BOND

[3] PROBLEMS IN SELECTION OF SECURITY PORTFOLIOS - PERFORMANCE OF MUTUAL FUNDS IN PERIOD 1945-1964 - .1. INTRODUCTION [J]. JOURNAL OF FINANCE, 1968, 23 (02) : 389 - 416

[4] RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS [J]. JOURNAL OF BUSINESS, 1969, 42 (02) : 167 - 247

[5] Markowitz H., 1971, PORTFOLIO SELECTION

[6] AMBIGUITY WHEN PERFORMANCE IS MEASURED BY SECURITIES MARKET LINE [J]. JOURNAL OF FINANCE, 1978, 33 (04) : 1051 - 1069

[7] CRITIQUE OF ASSET PRICING THEORY TESTS .1. PAST AND POTENTIAL TESTABILITY OF THEORY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (02) : 129 - 176

[8] ROLL R, 1980, J PORTFOLIO MANAGE, V7, P5

[9] HOW TO USE SECURITY ANALYSIS TO IMPROVE PORTFOLIO SELECTION [J]. JOURNAL OF BUSINESS, 1973, 46 (01) : 66 - 86

[1] THE RELATIVE EFFICIENCY OF VARIOUS PORTFOLIOS - SOME FURTHER EVIDENCE [J]. JOURNAL OF FINANCE, 1980, 35 (02) : 269 - 281

[2] IBBOTSON RG, 1978, UNPUB CORPORATE BOND

[3] PROBLEMS IN SELECTION OF SECURITY PORTFOLIOS - PERFORMANCE OF MUTUAL FUNDS IN PERIOD 1945-1964 - .1. INTRODUCTION [J]. JOURNAL OF FINANCE, 1968, 23 (02) : 389 - 416

[4] RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS [J]. JOURNAL OF BUSINESS, 1969, 42 (02) : 167 - 247

[5] Markowitz H., 1971, PORTFOLIO SELECTION

[6] AMBIGUITY WHEN PERFORMANCE IS MEASURED BY SECURITIES MARKET LINE [J]. JOURNAL OF FINANCE, 1978, 33 (04) : 1051 - 1069

[7] CRITIQUE OF ASSET PRICING THEORY TESTS .1. PAST AND POTENTIAL TESTABILITY OF THEORY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (02) : 129 - 176

[8] ROLL R, 1980, J PORTFOLIO MANAGE, V7, P5

[9] HOW TO USE SECURITY ANALYSIS TO IMPROVE PORTFOLIO SELECTION [J]. JOURNAL OF BUSINESS, 1973, 46 (01) : 66 - 86