Work

Performance Evaluation Using Conditional Alphas and Betas

Year: 1999

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.1999.319774

Authors: Jon A. Christopherson, Wayne E. Ferson, Andrew L. Turner

Institution: University of Washington

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1994461891

FWCI: 4.815

Cites: 14

Cited by: 68

Related to: 10