THE EFFECT OF “MARKET INDEXES” ON THE EX‐POST PERFORMANCE OF THE SHARPE PORTFOLIO SELECTION MODEL
- 1 June 1976
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 31 (3) , 949-955
- https://doi.org/10.1111/j.1540-6261.1976.tb01936.x
Abstract
No abstract availableKeywords
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