SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Optimal Utilization of Market Forecasts and the Evaluation of Investment Performance · Study

PreprintShelves

PreprintOptimal Utilization of Market Forecasts and the Evaluation of Investment Performance

Michael C. Jensen2003

OA

Preprintgreen2003

Optimal Utilization of Market Forecasts and the Evaluation of Investment Performance

Michael C. Jensen

100 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 100 citations exist upstream.

References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1966Equilibrium in a Capital Asset Market 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1966Mutual Fund Performance 1972The capital asset pricing model: Some empirical tests 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*1968The Performance of Mutual Funds in the Period 1945-1964 2012How to Rate Management of Investment Funds

Cited by

2003Portfolio Theory and Performance Analysis 2010Investment Performance Evaluation 2015Measuring bond mutual fund performance with portfolio characteristics 2005Timing and selectivity in Portuguese mutual fund performance 2003Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 2003Conditioning Information and European Bond Fund Performance

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2003Capital Markets: Theory and Evidencepreprint · 11 shared references 1972COMPONENTS OF INVESTMENT PERFORMANCE*article · 8 shared references 1976E-V and E-S Capital Asset Pricing Models: Some Empirical Testsarticle · 8 shared references 2004The Capital Asset Pricing Modelarticle · 7 shared references 2003The Treynor Capital Asset Pricing Modelpreprint · 7 shared references 2005Risk and the Discount Rate for Public Investmentpreprint · 7 shared references

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations100

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.350426

openalex_workW101244132

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2011

The market timing skills of hedge funds during the financial crisis

2004On the Performance of Private Equity Investments: Does Market Timing Matter?