George Chang

Department of Finance

Grand Valley State University

Seidman School of Business

1 Campus Drive

Allendale, MI 49401

United States

Grand Valley State University - Department of Finance

Associate Professor of Finance

Seidman School of Business

1 Campus Drive

Allendale, MI 49401

United States

http://www.gvsu.edu

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Scholarly Papers (1)

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Identifying the Value Premium: A Test of Mutual Fund Performance Measures

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 22 Posted: 02 Sep 2012 Last Revised: 03 Feb 2013
Glenn N. Pettengill, George Chang, George Chang and C. James Hueng
Grand Valley State University, Grand Valley State University - Department of FinanceDepartment of Finance and Western Michigan University - Department of Economics
Downloads 61 (450,899)

Abstract:

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Value Premium, Mutual Fund Performance measures, Risk-adjusted Return, CAPM, Fama-French 3-factor Model