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A Comparison of Single and Multifactor Portfolio Performanc..:

Chen, Nai-Fu ; Copeland, Thomas E. ; Mayers, David
The Journal of Financial and Quantitative Analysis. 22 (1987) 4 - p. 401-417 , 1987

Link: https://www.jstor.org/stable/2330792

RT Journal
T1 <Title>A Comparison of Single and Multifactor Portfolio Performance Methodologies</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-2330792&Exemplar=1&LAN=DE
				
A1 Chen, Nai-Fu
A1 Copeland, Thomas E.
A1 Mayers, David
PB University of Washington Graduate School of Business Administration and the Western Finance Association
YR 1987
SN 0022-1090
SN 1756-6916
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Financial portfolios
K1 Investment returns
K1 Investment return rates
K1 Mathematics
K1 Applied mathematics
K1 Analytics
K1 Predictive analytics
K1 Analytical forecasting
K1 Forecasting models
K1 Statistics
K1 Applied statistics
K1 Statistical models
K1 Parametric models
K1 Financial markets
K1 Factor markets
K1 Financial instruments
K1 Financial securities
K1 Financial management
K1 Portfolio management
K1 Portfolio performance
K1 Securities management
K1 Security portfolios
K1 Statistical analysis
K1 Quantitative analysis
K1 Behavioral sciences
K1 Psychology
K1 Personality psychology
K1 Personality
K1 Personality theories
K1 Trait theory
K1 Personality trait classification
K1 Five factor model
JF The Journal of Financial and Quantitative Analysis
VO 22
IS 4
SP 401
OP 417
LK http://dx.doi.org/https://www.jstor.org/stable/2330792
DO https://www.jstor.org/stable/2330792
SF ELIB - SuUB Bremen

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