haku: @author Liang, B. / yhteensä: 7
viite: 6 / 7
| Tekijä: | Liang, B. |
| Otsikko: | Portfolio formation, measurement errors, and beta shifts: a random sampling approach |
| Lehti: | Journal of Financial Research
2000 : FALL, VOL. 23:3, p. 261-284 |
| Asiasana: | Portfolio management Portfolio investment |
| Kieli: | eng |
| Tiivistelmä: | This article demonstrates that the portfolio approach could suffer a serious problem when the sorting variables contain not only true values but also measurement errors. |
SCIMA