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Some Comments Concerning Mutual Fund Versus Random Portfolio Performance

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  • Kalman J. Cohen
  • Jerry A. Pogue

Abstract

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  • Kalman J. Cohen & Jerry A. Pogue, 1968. "Some Comments Concerning Mutual Fund Versus Random Portfolio Performance," The Journal of Business, University of Chicago Press, vol. 41, pages 180-180.
    • Handle: RePEc:ucp:jnlbus:v:41:y:1968:p:180
    DOI: 10.1086/295075
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    Cited by:

    1. Allen Atkins & James Sundali, 1997. "Portfolio managers versus the darts: evidence from the Wall Street Journal's Dartboard Column," Applied Economics Letters, Taylor & Francis Journals, vol. 4(10), pages 635-637.
    2. Širůček, Martin & Křen, Lukáš, 2016. "Tools and Techniques for Economic Decision Analysis," MPRA Paper 77516, University Library of Munich, Germany, revised 2016.
    3. Groh, Alexander P., 2004. "Risikoadjustierte Performance von Private Equity-Investitionen," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 21382, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    4. Martin Širůček & Lukáš Křen, 2015. "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(4), pages 1375-1386.

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