Generalized Performance Measures: Optimal Overweighing of Fees Relative to Sample Returns

被引：2

作者：

Levy, Moshe ^{[1
]}

Roll, Richard ^{[2
]}

机构：

[1] Hebrew Univ Jerusalem, Finance, Jerusalem, Israel

[2] CALTECH, Linde Inst, Finance, Pasadena, CA 91125 USA

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 2018年 / 44卷 / 03期

关键词：

MUTUAL FUNDS; PERSISTENCE; RISK; INVESTMENT; RUN;

D O I：

10.3905/jpm.2018.44.3.066

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：66 / 75

页数：10

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