Journal of Business
Опубликовано на портале: 12-11-2004Benjamin F. King Journal of Business. 1966. Vol. 39. No. 1. P. 139-190.
The analysis of the interdependence of an ensemble of security prices changes carries with it implications for such seemingly diverse financial topics as (1) methods of portfolio selection, (2) the design of index numbers, and (3) the theory of cost of capital. The concluding section of this work will attempt to relate these subjects to the principal statistical results in addition to suggesting further research that can capitalize on the present finding.
Mutual Fund Performance [статья]
Опубликовано на портале: 25-09-2007William F. Sharpe Journal of Business. 1966. Vol. 39. No. 1 part 2. P. 119-138.
Опубликовано на портале: 25-09-2007Ira Horowitz Journal of Business. 1966. Vol. 39. No. 4.