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Asymmetric information and portfolio performance measurement

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Cornell, Bradford
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File URL: http://www.sciencedirect.com/science/article/B6VBX-45KNKKS-W/2/1726b3361949691284a5d9d8ca4fa56c
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 7 (1979)
Issue (Month): 4 (December)
Pages: 381-390
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Handle: RePEc:eee:jfinec:v:7:y:1979:i:4:p:381-390

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Riccardo Cesari & Fabio Panetta, 1998. "Style, Fees and Performance of Italian Equity Funds," Temi di discussione (Economic working papers) 325, Bank of Italy, Economic Research Department. [Downloadable!]
    Other versions:
  2. J. Annaert & J.K. De Ceuster & W. Van Hyfte, 2002. "The Value of Asset Allocation Advice - Evidence of The Economist’s Quarterly Portfolio Poll," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 02/160, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  3. Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Sergey Iskoz & Jiang Wang, 2003. "How to Tell if a Money Manager Knows More?," NBER Working Papers 9791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Gonzalo Rubio, 1993. "Performance measurement of managed portfolios: a survey," Investigaciones Economicas, Fundación SEPI, vol. 17(1), pages 3-41, January. [Downloadable!]
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