Assessing the Market Training Performance of Managed Portfolios
- 1 January 1986
- journal article
- Published by University of Chicago Press in The Journal of Business
- Vol. 59 (2) , 217
- https://doi.org/10.1086/296326
Abstract
A number of techniques have been proposed to measure portfolio performance and to distinguish between performance due to forecasting security-specific returns a...Keywords
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