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Efficient Portfolios Versus Efficient Market
dc.contributor.authorAng, James S.en_US
dc.contributor.authorChua, Jess H.en_US
dc.contributor.authorDesai, Anand S.en_US
dc.date.accessioned2014-09-03T16:51:27Z
dc.date.available2014-09-03T16:51:27Z
dc.date.issued1980-09en_US
dc.identifier.citationAng, James S.; Chua, Jess H.; Desai, Anand S. (1980). "Efficient Portfolios Versus Efficient Market." Journal of Financial Research 3(3): 309-319. <http://hdl.handle.net/2027.42/108275>en_US
dc.identifier.issn0270-2592en_US
dc.identifier.issn1475-6803en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/108275
dc.publisherPraegeren_US
dc.publisherWiley Periodicals, Inc.en_US
dc.titleEfficient Portfolios Versus Efficient Marketen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelFinanceen_US
dc.subject.hlbtoplevelBusinessen_US
dc.description.peerreviewedPeer Revieweden_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/108275/1/jfir00282.pdf
dc.identifier.doi10.1111/j.1475-6803.1980.tb00282.xen_US
dc.identifier.sourceJournal of Financial Researchen_US
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dc.identifier.citedreferenceD. Mayers and E.M. Rice, “Measuring Portfolio Performance and the Empirical Content of Asset Pricing Models,” Journal of Financial Economics (May 1979 ), 3 – 28.en_US
dc.identifier.citedreferenceJ. Meyer, “Further Applications of Stochastic Dominance to Mutual Fund Performance,” Journal of Financial and Quantitative Analysis (June 1977 ), 235 – 242.en_US
dc.identifier.citedreferenceR. Roll, “Ambiguity When Performance is Measured by the Securities Market Line,” Journal of Finance (September 1978 ), 1051 – 1069.en_US
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dc.owningcollnameInterdisciplinary and Peer-Reviewed


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