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There are 70428 results for: content related to: COMPONENTS OF A MEASUREMENT MODEL: RATE OF RETURN, RISK, AND TIMING

  1. Arbitrage Pricing Theory and Utility Stock Returns

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1041–1054, DOROTHY H. BOWER, RICHARD S. BOWER and DENNIS E. LOGUE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03891.x

  2. COMPONENTS OF INVESTMENT PERFORMANCE

    The Journal of Finance

    Volume 27, Issue 3, June 1972, Pages: 551–568, Eugene F. Fama

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00984.x

  3. NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 903–917, Irwin Friend, Randolph Westerfield and Michael Granito

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02030.x

  4. Co-Skewness and Capital Asset Pricing

    The Journal of Finance

    Volume 35, Issue 4, September 1980, Pages: 897–913, IRWIN FRIEND and RANDOLPH WESTERFIELD

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03508.x

  5. “MARKET TIMING AND PORTFOLIO MANAGEMENT”

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1119–1131, Dwight Grant

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02052.x

  6. THE VALUE OF PERFECT MARKET FORECASTS IN PORTFOLIO SELECTION

    The Journal of Finance

    Volume 27, Issue 2, May 1972, Pages: 355–369, Nancy L. Jacob and Keith V. Smith

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00965.x

  7. CAPITAL MARKET EQUILIBRIUM FOR A CLASS OF HETEROGENEOUS EXPECTATIONS IN A TWO-PARAMETER WORLD

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 1–15, Nicholas J. Gonedes

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03191.x

  8. PORTFOLIO SELECTION AND INVESTMENT PERFORMANCE

    The Journal of Finance

    Volume 20, Issue 3, September 1965, Pages: 391–415, Irwin Friend and Douglas Vickers

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1965.tb02905.x

  9. The Analytics of Performance Measurement Using a Security Market Line

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 401–416, PHILIP H. DYBVIG and STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04964.x

  10. A TRANSITION MODEL FOR PORTFOLIO REVISION

    The Journal of Finance

    Volume 22, Issue 3, September 1967, Pages: 425–439, Keith V. Smith

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1967.tb02978.x

  11. DISCUSSION

    The Journal of Finance

    Volume 23, Issue 2, May 1968, Pages: 296–301, G. Walter Woodworth and Alden C. Olson

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00804.x

  12. Changes in Expected Security Returns, Risk, and the Level of Interest Rates

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1191–1217, WAYNE E. FERSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02650.x

  13. AN ANALYSIS OF PORTFOLIO MAINTENANCE STRATEGIES

    The Journal of Finance

    Volume 25, Issue 3, June 1970, Pages: 561–571, John L. Evans

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00522.x

  14. THE EFFECT OF PORTFOLIO SIZE ON PORTFOLIO PERFORMANCE: AN EMPIRICAL ANALYSIS

    The Journal of Finance

    Volume 30, Issue 3, June 1975, Pages: 921–922, Thomas A. Ulrich

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01874.x

  15. A PORTFOLIO ANALYSIS OF CONGLOMERATE DIVERSIFICATION

    The Journal of Finance

    Volume 24, Issue 3, June 1969, Pages: 413–427, Keith V. Smith and John C. Schreiner

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1969.tb00363.x

  16. ON THE EFFECTS OF STATUTORY INTEREST RATE CEILINGS: COMMENT

    The Journal of Finance

    Volume 32, Issue 5, December 1977, Pages: 1809–1810, Richard L. Peterson

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03379.x

  17. DISCUSSION

    The Journal of Finance

    Volume 28, Issue 2, May 1973, Pages: 538–539, Joan G. Walters

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01802.x

  18. EVALUATION OF PROSPECTIVE INVESTMENT PERFORMANCE

    The Journal of Finance

    Volume 23, Issue 2, May 1968, Pages: 276–295, W. Scott Bauman

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00803.x

  19. SIMPLE STRATEGIES FOR PORTFOLIO DIVERSIFICATION: COMMENT; A CORRECTION

    The Journal of Finance

    Volume 27, Issue 3, June 1972, Page: 733, W. F. Sharpe

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb01001.x

  20. Return, Risk, and Yield: Evidence from Ex Ante Data

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 537–548, JAMES S. ANG and DAVID R. PETERSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04971.x