Generalized performance measures: Optimal overweighing of fees relative to sample returns

Moshe Levy; Richard Roll

doi:10.3905/jpm.2018.44.3.066

Generalized performance measures: Optimal overweighing of fees relative to sample returns

Moshe Levy, Richard Roll

BA Business Department

The Hebrew University of Jerusalem

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	66-75
Number of pages	10
Journal	Journal of Portfolio Management
Volume	44
Issue number	3
DOIs	https://doi.org/10.3905/jpm.2018.44.3.066
State	Published - 1 Dec 2018

All Science Journal Classification (ASJC) codes

Economics and Econometrics
Accounting
General Business,Management and Accounting
Finance

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title = "Generalized performance measures: Optimal overweighing of fees relative to sample returns",

author = "Moshe Levy and Richard Roll",

year = "2018",

month = dec,

day = "1",

doi = "10.3905/jpm.2018.44.3.066",

language = "الإنجليزيّة",

volume = "44",

pages = "66--75",

journal = "Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "3",

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T2 - Optimal overweighing of fees relative to sample returns

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AU - Roll, Richard

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M3 - مقالة

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EP - 75

JO - Journal of Portfolio Management

JF - Journal of Portfolio Management

IS - 3

ER -

Generalized performance measures: Optimal overweighing of fees relative to sample returns

All Science Journal Classification (ASJC) codes

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