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THE JENSEN MEASURE OF PORTFOLIO PERFORMANCE IN AN ARBITRAGE PRICING THEORY CONTEXT
Author(s) -
Morris R.C.,
Pope P.F.
Publication year - 1981
Publication title -
journal of business finance and accounting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.282
H-Index - 77
eISSN - 1468-5957
pISSN - 0306-686X
DOI - 10.1111/j.1468-5957.1981.tb00814.x
Subject(s) - arbitrage , portfolio , measure (data warehouse) , context (archaeology) , index arbitrage , financial economics , economics , arbitrage pricing theory , risk arbitrage , modern portfolio theory , capital asset pricing model , investment theory , statistical arbitrage , econometrics , computer science , paleontology , database , biology