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DIFFERENTIAL INFORMATION AND PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE
被引:116
作者
:
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
机构
:
来源
:
JOURNAL OF FINANCE
|
1985年
/ 40卷
/ 02期
关键词
:
D O I
:
10.2307/2327891
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:383 / 399
页数:17
相关论文
共 27 条
[1]
ADMATI A, 1983, THESIS YALE U
[2]
MEASURING INVESTMENT PERFORMANCE IN A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL
ADMATI, AR
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ADMATI, AR
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
[J].
JOURNAL OF BUSINESS,
1985,
58
(01)
: 1
-
26
[3]
BHATTACHARYA S, 1982, DELEGATED PORTFOLIO
[4]
Bhattacharya Sudiopto, 1983, NOTE PERFORMANCE EVA
[5]
ASYMMETRIC INFORMATION AND PORTFOLIO PERFORMANCE-MEASUREMENT
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Los Angeles
CORNELL, B
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(04)
: 381
-
390
[6]
INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY
DIAMOND, DW
论文数:
0
引用数:
0
h-index:
0
DIAMOND, DW
VERRECCHIA, RE
论文数:
0
引用数:
0
h-index:
0
VERRECCHIA, RE
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(03)
: 221
-
235
[7]
DYBVIG P, 1980, SIMPLE ANAL PERFORMA
[8]
DYBVIG P, 1985, DISTRIBUTIONAL ANAL
[9]
THE ANALYTICS OF 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)
: 401
-
416
[10]
MEAN-VARIANCE THEORY IN COMPLETE MARKETS
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
UNIV CHICAGO, CHICAGO, IL 60637 USA
DYBVIG, PH
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
UNIV CHICAGO, CHICAGO, IL 60637 USA
INGERSOLL, JE
[J].
JOURNAL OF BUSINESS,
1982,
55
(02)
: 233
-
251
←
1
2
3
→
共 27 条
[1]
ADMATI A, 1983, THESIS YALE U
[2]
MEASURING INVESTMENT PERFORMANCE IN A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL
ADMATI, AR
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ADMATI, AR
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
[J].
JOURNAL OF BUSINESS,
1985,
58
(01)
: 1
-
26
[3]
BHATTACHARYA S, 1982, DELEGATED PORTFOLIO
[4]
Bhattacharya Sudiopto, 1983, NOTE PERFORMANCE EVA
[5]
ASYMMETRIC INFORMATION AND PORTFOLIO PERFORMANCE-MEASUREMENT
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Los Angeles
CORNELL, B
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(04)
: 381
-
390
[6]
INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY
DIAMOND, DW
论文数:
0
引用数:
0
h-index:
0
DIAMOND, DW
VERRECCHIA, RE
论文数:
0
引用数:
0
h-index:
0
VERRECCHIA, RE
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(03)
: 221
-
235
[7]
DYBVIG P, 1980, SIMPLE ANAL PERFORMA
[8]
DYBVIG P, 1985, DISTRIBUTIONAL ANAL
[9]
THE ANALYTICS OF 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)
: 401
-
416
[10]
MEAN-VARIANCE THEORY IN COMPLETE MARKETS
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
UNIV CHICAGO, CHICAGO, IL 60637 USA
DYBVIG, PH
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
UNIV CHICAGO, CHICAGO, IL 60637 USA
INGERSOLL, JE
[J].
JOURNAL OF BUSINESS,
1982,
55
(02)
: 233
-
251
←
1
2
3
→