Effects of measurement errors on systematic risk and performance measure of a portfolio

Authors
Lee, Cheng F. Jen, Frank C.
Citation
. Lee, Cheng F. et . Jen, Frank C., Effects of measurement errors on systematic risk and performance measure of a portfolio, Journal of financial and quantitative analysis , 13(2), 1978, pp. 299-312
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
13
Issue
2
Year of publication
1978
Pages
299 - 312
Database
ACNP
SICI code