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The Analytics of Performance Measurement Using a Security Market Line

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Author Info
Dybvig, Philip H
Ross, Stephen A

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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 40 (1985)
Issue (Month): 2 (June)
Pages: 401-16
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Handle: RePEc:bla:jfinan:v:40:y:1985:i:2:p:401-16

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  1. Darryll Hendricks & Jayendu Patel & Richard Zeckhauser, 1990. "Hot Hands in Mutual Funds: The Persistence of Performance, 1974-87," NBER Working Papers 3389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Elyès Jouini, 2003. "Market imperfections , equilibrium and arbitrage," Post-Print halshs-00167131_v1, HAL. [Downloadable!]
  3. Silvia Bou, 2006. "El riesgo y las estrategias en la evaluacion de los fondos de inversion de renta variable," Working Papers 200603, Department of Business Economics, Universitat Autonoma de Barcelona. [Downloadable!]
  4. George H. Pink, 1989. "Government Restriction on Foreign Investment by Pension Funds: An Empirical Evaluation," Canadian Public Policy, University of Toronto Press, vol. 15(3), pages 300-312, September. [Downloadable!] (restricted)
  5. Stephen J. Brown & William N. Goetzmann, 2001. "Hedge Funds With Style," NBER Working Papers 8173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Gonzalo Rubio, 1993. "Performance measurement of managed portfolios: a survey," Investigaciones Economicas, Fundación SEPI, vol. 17(1), pages 3-41, January. [Downloadable!]
  7. Michael Brennan, 1993. "Agency and Asset Pricing," University of California at Los Angeles, Anderson Graduate School of Management 1147, Anderson Graduate School of Management, UCLA. [Downloadable!]
  8. Thomas H. Noe & Buddhavarapu Sailesh Ramamurtie, 1995. "Information quality, performance measurement, and security demand in rational expectations economies," Working Paper 95-4, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  9. Joel Owen & Ramón Rabinovitch, 1999. "Ranking Portfolio Performance: An Application of a Joint Means and Variances Equality Test," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 97-130, May. [Downloadable!]
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