AMBIGUITY WHEN PERFORMANCE IS MEASURED BY SECURITIES MARKET LINE

[1] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[2] FRIEND I, 1970, AM ECON REV, V60, P561

[3] Jensen M. C., 1972, CAPITAL ASSET PRICIN

[4] 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

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

[6] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[7] Markowitz H., 1971, PORTFOLIO SELECTION

[8] MAYERS D, 1977, SECURITIES MARKET LI

[9] MERTON RC, 1972, J FINANCIAL QUANTITA, V7, P1850

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

[1] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[2] FRIEND I, 1970, AM ECON REV, V60, P561

[3] Jensen M. C., 1972, CAPITAL ASSET PRICIN

[4] 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

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

[6] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[7] Markowitz H., 1971, PORTFOLIO SELECTION

[8] MAYERS D, 1977, SECURITIES MARKET LI

[9] MERTON RC, 1972, J FINANCIAL QUANTITA, V7, P1850

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