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Measurement of Portfolio Performance Under Uncertainty · Study

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ArticleMeasurement of Portfolio Performance Under Uncertainty

Irwin Friend1970

Article1970

Measurement of Portfolio Performance Under Uncertainty

Irwin Friend · Marshall E. Blume

390 citations·0/0 files stored·American Economic Review

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

Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 390 citations exist upstream.

References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1959Portfolio Selection: Efficient Diversification of Investments 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

Cited by

2016Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio 1972Components of Investment Performance 1985Differential Information and Performance Measurement Using a Security Market Line 2002Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis 1972COMPONENTS OF INVESTMENT PERFORMANCE*1974Systematic Interest-Rate Risk in a Two-Index Model of Returns 2003Capital Markets: Theory and Evidence 1981A New Empirical Perspective on the CAPM

Details

Year1970

Typearticle

Published1970-01-01

VenueAmerican Economic Review

ISSN-L0002-8282

Languageen

Citations390

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

openalex_workW1494257512

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