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

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	299-312
Number of pages	14
Journal	Journal of Financial and Quantitative Analysis
Volume	13
Issue number	2
DOIs	https://doi.org/10.2307/2330388
State	Published - Jan 1 1978
Externally published	Yes

All Science Journal Classification (ASJC) codes

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title = "Effects of measurement errors on systematic risk and performance measure of a portfolio",

author = "Lee, {Chengfew F.} and Jen, {Frank C.}",

year = "1978",

month = jan,

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doi = "10.2307/2330388",

language = "English (US)",

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pages = "299--312",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

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