A COMPARISON OF SINGLE AND MULTIFACTOR PORTFOLIO PERFORMANCE METHODOLOGIES

被引：9

作者：

CHEN, NF

COPELAND, TE

MAYERS, D

机构：

[1] OHIO STATE UNIV,COLL BUSINESS,COLUMBUS,OH 43210

[2] UNIV CALIF LOS ANGELES,GRAD SCH MANAGEMENT,LOS ANGELES,CA 90024

来源：

关键词：

D O I：

10.2307/2330792

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：401 / 417

页数：17

共 16 条

[1]

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[2]

BROWN S, 1983, USE DERIVED FACTORS

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BROWN, SJ ;

WARNER, JB .

[4] SOME EMPIRICAL TESTS OF THE THEORY OF ARBITRAGE PRICING [J].

CHEN, NF .

[5]

COPELAND TE, 1982, J FINANCIAL EC, V10, P298

[6]

Fama E.F., 1969, INT ECON REV, V10, DOI [DOI 10.2307/2525569, 10.2307/2525569]

[7] A SIMPLE APPROACH TO ARBITRAGE PRICING THEORY [J].

HUBERMAN, G .

[8]

KING BF, 1966, J BUS 2, V39, P134

[9]

REINGANUM M, 1981, J FINANCE, V36

REINGANUM, MR .