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A study of market line investment performance fees

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  • Modigliani, Franco.
  • Pogue, G. A.

Abstract

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Suggested Citation

  • Modigliani, Franco. & Pogue, G. A., 1973. "A study of market line investment performance fees," Working papers 654-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    • Handle: RePEc:mit:sloanp:1867
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    File URL: http://hdl.handle.net/1721.1/1867
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    References listed on IDEAS

    as
    1. Blume, Marshall E & Friend, Irwin, 1973. "A New Look at the Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 28(1), pages 19-33, March.
    2. John Lintner, 1965. "Security Prices, Risk, And Maximal Gains From Diversification," Journal of Finance, American Finance Association, vol. 20(4), pages 587-615, December.
    3. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    4. 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.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    HD28 .M414 no.654-; 73; Portfolio management Fees;
    All these keywords.

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