Effects of measurement errors on systematic risk and performance measure of a portfolio / BEBR No. 369

Lee, Cheng F.; Jen, Frank C.

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https://hdl.handle.net/2142/27309 Copy

Description

Title

Effects of measurement errors on systematic risk and performance measure of a portfolio / BEBR No. 369

Author(s)

• Lee, Cheng F.
• Jen, Frank C.

Contributor(s)

University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Issue Date

Jan 12 1977

Keyword(s)

• Capital investments -- Mathematical models.
• Risk.

Publisher

[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

Faculty working papers ; no. 369

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/27309

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:effectsofmeasure369leec
• http://www.archive.org/details/effectsofmeasure369leec

Copyright and License Information

Copyright Jan 12 1977 Board of Trustees University of Illinois.

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