Introduction to Asset Pricing and Portfolio Performance: Models, Strategy, and Performance Metrics

ASSET PRICING AND PORTFOLIO PERFORMANCE: MODELS, STRATEGY, AND PERFORMANCE METRICS, London, UK: Risk Books, 1999

46 Pages Posted: 7 Jan 2010  

Date Written: May 11, 1999

Abstract

This paper provides an introduction to the collection of reading in the volume titled Asset Pricing and Portfolio Performance: Models, Strategy, and Performance Metrics.

Keywords: Asset Pricing Models, Portfolio Strategy, Portfolio Performance Metrics

JEL Classification: G1, G11, G12

Suggested Citation

Korajczyk, Robert A., Introduction to Asset Pricing and Portfolio Performance: Models, Strategy, and Performance Metrics (May 11, 1999). ASSET PRICING AND PORTFOLIO PERFORMANCE: MODELS, STRATEGY, AND PERFORMANCE METRICS, London, UK: Risk Books, 1999. Available at SSRN: https://ssrn.com/abstract=1531913

Robert A. Korajczyk (Contact Author)

Northwestern University - Kellogg School of Management ( email )

Kellogg School of Management
2211 Campus Drive, Room 4357
Evanston, IL 60208
United States
847-491-8336 (Phone)
847-491-5719 (Fax)

HOME PAGE: http://www.kellogg.northwestern.edu/faculty/directory/korajczyk_robert.aspx#research

Paper statistics

Downloads
290
Rank
84,479
Abstract Views
1,414