Abstract

https://ssrn.com/abstract=1531913
 
 

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


Robert A. Korajczyk


Northwestern University - Kellogg School of Management

May 11, 1999

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

Number of Pages in PDF File: 46

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

JEL Classification: G1, G11, G12


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Date posted: January 7, 2010  

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

Contact Information

Robert A. Korajczyk (Contact Author)
Northwestern University - Kellogg School of Management ( email )
2001 Sheridan Road
Evanston, IL 60208
United States
847-491-8336 (Phone)
847-491-5719 (Fax)
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