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Efficient Portfolios Versus Efficient Market

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  • James S. Ang
  • Jess H. Chua
  • Anand S. Desai

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  • James S. Ang & Jess H. Chua & Anand S. Desai, 1980. "Efficient Portfolios Versus Efficient Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 309-319, September.
    • Handle: RePEc:bla:jfnres:v:3:y:1980:i:3:p:309-319
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1980.tb00282.x
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    References listed on IDEAS

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    1. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
    2. John L. Evans & Stephen H. Archer, 1968. "Diversification And The Reduction Of Dispersion: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 23(5), pages 761-767, December.
    3. Frankfurter, George M, 1976. "The Effect of "Market Indexes" on the Ex-Post Performance of the Sharpe Portfolio Selection Model," Journal of Finance, American Finance Association, vol. 31(3), pages 949-955, June.
    4. G. Hanoch & H. Levy, 1969. "The Efficiency Analysis of Choices Involving Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(3), pages 335-346.
    5. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    6. Mayers, David & Rice, Edward M., 1979. "Measuring portfolio performance and the empirical content of asset pricing models," Journal of Financial Economics, Elsevier, vol. 7(1), pages 3-28, March.
    7. Meyer, Jack, 1977. "Further Applications of Stochastic Dominance to Mutual Fund Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(2), pages 235-242, June.
    8. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
    9. Kalman J. Cohen & Jerry A. Pogue, 1967. "An Empirical Evaluation of Alternative Portfolio-Selection Models," The Journal of Business, University of Chicago Press, vol. 40, pages 166-166.
    10. Roll, Richard, 1978. "Ambiguity when Performance is Measured by the Securities Market Line," Journal of Finance, American Finance Association, vol. 33(4), pages 1051-1069, September.
    11. Fama, Eugene F, 1972. "Components of Investment Performance," Journal of Finance, American Finance Association, vol. 27(3), pages 551-567, June.
    12. Black, Fischer, 1972. "Capital Market Equilibrium with Restricted Borrowing," The Journal of Business, University of Chicago Press, vol. 45(3), pages 444-455, July.
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