Effects of measurement errors on systematic risk and performance measure of a portfolio

Chengfew F. Lee, Frank C. Jen

Research output: Contribution to journalArticlepeer-review

13 Scopus citations
Original languageEnglish (US)
Pages (from-to)299-312
Number of pages14
JournalJournal of Financial and Quantitative Analysis
Volume13
Issue number2
DOIs
StatePublished - Jan 1 1978
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Accounting
  • Finance
  • Economics and Econometrics

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