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
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References listed on IDEAS
- 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 119-119.
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KeywordsMarkowitz Mean Variance; Measurement Errors in Returns; Stochastic Simulation;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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