Chapter | Mathematical Methods in Finance | 1972

Optimal Utilization of Market Forecasts and the Evaluation of Portfolio Performance

by Michael Jensen

Keywords: Investment Portfolio; Financial Markets; Forecasting and Prediction; Performance Evaluation;

Citation:

Jensen, Michael. "Optimal Utilization of Market Forecasts and the Evaluation of Portfolio Performance." In Mathematical Methods in Finance, edited by G. P. Szego and Karl Shell. North-Holland Publishing Company, 1972.