Associate Professor of Finance, Graduate School of Business, Stanford University. I am indebted to Patrice Mignon and Gilles Cahen-Salvadore for helping to gather and process the data. Thanks are due to Alan Kraus, Robert H. Litzenberger, William F. Sharpe, Bruno H. Solnik, Jacques-Henri Gougenheim and Richard A. Cohn for their comments and suggestions. Support for this research was provided by a Dean Witter Foundation grant to Stanford University. Assistance in Paris was graciously provided by faculty members of the Centre d'Enseignement Supérieur des Affaires and the University of Paris.
FRENCH MUTUAL FUND PERFORMANCE: EVALUATION OF INTERNATIONALLY-DIVERSIFIED PORTFOLIOS
Version of Record online: 30 APR 2012
© 1973 the American Finance Association
The Journal of Finance
Volume 28, Issue 5, pages 1161–1180, December 1973
How to Cite
McDonald, J. G. (1973), FRENCH MUTUAL FUND PERFORMANCE: EVALUATION OF INTERNATIONALLY-DIVERSIFIED PORTFOLIOS. The Journal of Finance, 28: 1161–1180. doi: 10.1111/j.1540-6261.1973.tb01448.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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