BIAS IN FITTING SHARPE MODEL TO TIME SERIES DATA

被引：19
|
作者：
ROLL, R [1 ]
机构：
[1] CARNEGIE MELLON UNIV,PITTSBURGH,PA
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1969年 / 4卷 / 03期
关键词：
D O I：
10.2307/2329697
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：271 / 289
页数：19
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