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ArticleAsymmetric information and portfolio performance measurement

Bradford Cornell1979

Article1979

Asymmetric information and portfolio performance measurement

Bradford Cornell

91 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1976The arbitrage theory of capital asset pricing 1959Portfolio Selection: Efficient Diversification of Investments 1972Capital Market Equilibrium with Restricted Borrowing 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1977Foundations of Finance.1978AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

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2013A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 2010Investment Performance Evaluation 1984Abnormal returns to investment strategies based on the timing of earnings reports 2000Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds 2009The 101 Ways to Measure Portfolio Performance 1979A reply to Mayers and Rice (1979)

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Year1979

Typearticle

Published1979-12-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations91

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(79)90005-9

openalex_workW1967438308

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1981Performance Evaluation and Benchmark Errors (II)

1993Performance measurement of managed portfolios: a survey