Risk-adjusted performance: How to measure it and why

Journal of Portfolio Management

Volumn 23, Issue 2, 1997, Pages 45-54

  Modigliani, Franco ^a   Modigliani, Leah ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b MORGAN STANLEY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031521370     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.23.2.45     Document Type: Article

References (3)

1. Jensen, Michael C. "The Performance of Mutual Funds in the Period 1945-1964." Journal of Finance, May 1968.
2. Sharpe, William F. "Mutual Fund Performance." Journal of Business, Supplement on Security Prices, 39 (January 1966).
3. Treynor, Jack L. "How to Rate Management Investment Funds." Harvard Business Review, 43 (January-February 1966).