Yale School of Management. The authors appreciate especially helpful comments from Michael Brennan, Gregory Conner, Mike Gibbons, Mark Grinblatt, Jon Ingersoll, Paul Pfeiderer, and Richard Roll. The first author is grateful for support under the Batterymarch Fellowship Program, and the second author is grateful for support from the National Science Foundation. This paper and its campanion paper (Dybvig and Ross ) evolved from Dybvig and Ross .
The Analytics of Performance Measurement Using a Security Market Line
Article first published online: 30 APR 2012
1985 The American Finance Association
The Journal of Finance
Volume 40, Issue 2, pages 401–416, June 1985
How to Cite
DYBVIG, P. H. and ROSS, S. A. (1985), The Analytics of Performance Measurement Using a Security Market Line. The Journal of Finance, 40: 401–416. doi: 10.1111/j.1540-6261.1985.tb04964.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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