Differential Information and Performance Measurement Using a Security Market Line

• 1 June 1985
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 40  (2) , 383-399
• https://doi.org/10.2307/2327891

Abstract

Keywords

• RELIABLE
• SECURITY MARKET LINE
• DIFFERENTIAL INFORMATION
• PERFORMANCE MEASUREMENT
• UNINFORMED OBSERVER
• SUPERIOR INFORMATION
• VARIANCE