A PROBLEM IN THE DETECTION OF SUPERIOR INVESTMENT PERFORMANCE
- 28 June 1990
- journal article
- Published by Wiley in Journal of Business Finance & Accounting
- Vol. 17 (3), 337-350
- https://doi.org/10.1111/j.1468-5957.1990.tb01189.x
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Differential Information and Performance Measurement Using a Security Market LineThe Journal of Finance, 1985
- An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock ReturnsThe Journal of Finance, 1984
- Problems in Measuring the Quality of Investment Information: The Perils of the Information CoefficientCFA Magazine, 1983
- Expectations and the Structure of Share PricesPublished by University of Chicago Press ,1982
- Measuring security price performanceJournal of Financial Economics, 1980
- Asymmetric information and portfolio performance measurementJournal of Financial Economics, 1979
- Can Active Management Add Value?CFA Magazine, 1979
- Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)The Journal of Business, 1976
- Profit potential in an “almost efficient” marketThe Journal of Portfolio Management, 1974
- THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964The Journal of Finance, 1968