The Performance of Mutual Funds in the Period 1945–1964

Jensen, M. C. (1968). The Performance of Mutual Funds in the Period 1945–1964. Journal of Finance, 1945-1964.

Type

Journal article

Intellectual base

Primary research

Year

1968

DOI

10.1111/j.1540-6261.1968.tb00815.x

Link

https://doi.org/10.1111/j.1540-6261.1968.tb00815.x

Cited by

1 citation across 1 artifact.

Domain-specific

• Treynor Ratio
  • It is not Jensen's alpha, which measures intercept relative to a fitted market model rather than excess return divided by beta.

Verification

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Registry ID ref:28597287d80a · see in the full table