AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE-Reference-Cited by-同舟云学术

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AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

Published:1978-09 Issue:4 Volume:33 Page:1051-1069
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Roll Richard

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference15 articles.

1. Capital Market Equilibrium with Restricted Borrowing;Black;Journal of Business,1972

2. Measurement of Portfolio Performance under Uncertainty;Friend;American Economic Review,1970

3. The Performance of Mutual Funds in the Period 1945-1964;Jensen;Journal of Finance,1968

4. Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios;Jensen;Journal of Business,1969

Cited by 177 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Retail fund flows and performance: Insights from supervisory data;Emerging Markets Review;2024-03

2. Forecasting Mutual Fund Performance – Combining <span>Return-Based with Portfolio Holdings-Based </span>Predictors;2024

3. Performance of US and European Exchange Traded Funds: A Base Point-Slack-Based Measure Approach;Journal of Risk and Financial Management;2023-02-16

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5. De facto time‐varying indices‐based benchmarks for mutual fund returns;Journal of Financial Research;2023-02-06

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