Publications
Publications
  • 1972
  • Chapter
  • Mathematical Methods in Finance

Optimal Utilization of Market Forecasts and the Evaluation of Portfolio Performance

By: Michael Jensen
  • Format:Print
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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.

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