Cheng-Few Lee

Rutgers, The State University of New Jersey - New Brunswick/Piscataway

Professor of Finance

94 Rockafeller Road

New Brunswick, NJ 08901

United States

SCHOLARLY PAPERS

1

DOWNLOADS

15

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Generalized Functional Form for Mutual Fund Returns

JOURNAL OF FINANCIAL & QUANTITATIVE ANALYSIS, 1980 December, XV(5), pages 1107-1120
Number of pages: 15 Posted: 01 Apr 2015 Last Revised: 12 Apr 2019
EDHEC Business School, Zicklin School of Business, Baruch College and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 15 (600,296)

Abstract:

Loading...

Jensen portfolio performance measure, return-generating model