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Risk, The Pricing of Capital Assets, and the Evaluation of Investment Portfolios

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Author Info
Jensen, Michael C

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Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 42 (1969)
Issue (Month): 2 (April)
Pages: 167-247
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Handle: RePEc:ucp:jnlbus:v:42:y:1969:i:2:p:167-247

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  1. Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 0817, University of Brescia, Department of Economics. [Downloadable!]
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  2. Alex Kane & Alan J. Marcus, 1986. "The Valuation of Security Analysis," NBER Working Papers 1958, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Holland, Daniel M. (Daniel Mark), 1920- & Myers, Stewart C., 1978. "Trends in corporate profitability and capital costs," Working papers 999-78., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  4. Simon Stevenson, 2004. "A performance evaluation of portfolio managers: tests of micro and macro forecasting," European Journal of Finance, Taylor and Francis Journals, vol. 10(5), pages 391-411, October. [Downloadable!] (restricted)
  5. 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!]
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  6. Marinelli, Federico, 2008. "Persistence of outstanding performance and shareholder value among diversified firms: The impact of past performance, efficient internal capital market, and relatedness of business segments," IESE Research Papers D/758, IESE Business School. [Downloadable!]
  7. Piet Eichholtz & Hans Op t Veld & Mark Schweitzer, . "Outperformance: Does Managerial Specialization Pay?," Center for Financial Institutions Working Papers 97-31, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  8. Mark Grinblatt & Sheridan Titman, 1984. "The Jensen Measure and Errors in Variables: A Note," University of California at Los Angeles, Anderson Graduate School of Management 1216, Anderson Graduate School of Management, UCLA. [Downloadable!]
  9. John H. Cochrane, 1999. "New Facts in Finance," NBER Working Papers 7169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  10. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," SCAPE Policy Research Working Paper Series 0706, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
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  11. Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2007. "Forward-Looking Betas," CREATES Research Papers 2007-39, School of Economics and Management, University of Aarhus. [Downloadable!]
  12. Spencer Thompson & Nathan Lead, 1999. "Modelling Share Price Behaviour Across Time," School of Economics and Finance Discussion Papers and Working Papers Series 071, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  13. Eduardo Walker, 1993. "Desempeño Financiero de las Carteras de Renta Fija de los Fondos de Pensiones en Chile. ¿Ha Tenido Desventajas Ser Grandes?," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(89), pages 1-34. [Downloadable!]
  14. Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds 1993-97," CEPR Discussion Papers 2166, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  15. Jon A. Christopherson & Wayne E. Ferson & Debra A. Glassman, 1996. "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," NBER Working Papers 5830, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  16. Modigliani, Franco. & Pogue, G. A., 1973. "An introduction to risk and return concepts and evidence," Working papers 646-73., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  17. Farah, N. & Satchell, S.E., 2003. "A Loss Aversion Performance Measure," Cambridge Working Papers in Economics 0333, Faculty of Economics, University of Cambridge. [Downloadable!]
  18. 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!]
  19. Bruce N. Lehmann, 1992. "Empirical Testing of Asset Pricing Models," NBER Working Papers 4043, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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