Portfolio Management: An Investigation of the Implications of Measurement Errors in Stock Prices on the Creation, Management and Evaluation of Stock Portfolios, Using Stochastic Simulations
No abstract is available for this item.
|Date of creation:||26 Mar 2009|
|Publication status:||Published in International Journal of Financial Economics and Econometrics|
|Contact details of provider:|| Postal: Gallos - Rethymno 74100|
Phone: +30 831 77405
Fax: +30 831 77406
Web page: http://economics.soc.uoc.gr/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Sharpe, William F., 1967. "Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(02), pages 76-84, June.
- William F. Sharpe, 1965. "Mutual Fund Performance," The Journal of Business, University of Chicago Press, vol. 39, pages 1-119.
When requesting a correction, please mention this item's handle: RePEc:crt:wpaper:0904. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kostis Pigounakis)
If references are entirely missing, you can add them using this form.