A contingent claim approach to performance evaluation
- 1 January 1994
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 1 (2) , 133-160
- https://doi.org/10.1016/0927-5398(94)90001-9
Abstract
No abstract availableAll Related Versions
This publication has 25 references indexed in Scilit:
- Survivorship Bias in Performance StudiesThe Review of Financial Studies, 1992
- Portfolio Performance Evaluation: Old Issues and New InsightsThe Review of Financial Studies, 1989
- Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark ComparisonsThe Journal of Finance, 1987
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing ModelsEconometrica, 1987
- On Timing and SelectivityThe Journal of Finance, 1986
- Benchmark Portfolio Inefficiency and Deviations from the Security Market LineThe Journal of Finance, 1986
- Differential Information and Performance Measurement Using a Security Market LineThe Journal of Finance, 1985
- Risk Aversion and ArbitrageThe Journal of Finance, 1985
- Mean-Variance Theory in Complete MarketsThe Journal of Business, 1982
- Ambiguity when Performance is Measured by the Securities Market LineThe Journal of Finance, 1978