An edition of Mutual fund rates of return generating process
(1979)
Mutual fund rates of return generating process
a generalized functional form approach
by Cheng F. Lee
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"Based upon a generalized rates of return generating process, the correct functional forms of the capital asset pricing model (CAPM) for 85 individual mutual funds are statistically identified. The impacts of the functional form on the estimates of Jensen performance measure, beta coefficient and the unsystematic risk are also explored in detail."
Publish Date
1979
Publisher
College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Language
English
Pages
19
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Mutual fundsShowing 1 featured edition. View all 1 editions?
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Mutual fund rates of return generating process: a generalized functional form approach
1979, College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
in English
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Edition Notes
Includes bibliographical references (p. 19).
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- Created July 15, 2011
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