Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio (Q5139485)
From MaRDI portal
scientific article; zbMATH DE number 7283274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio |
scientific article; zbMATH DE number 7283274 |
Statements
Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio (English)
0 references
9 December 2020
0 references
measurement error
0 references
probability limit for regression coefficient
0 references
decomposition of estimated regression coefficient
0 references
performance measure
0 references
systematic risk
0 references
