Concepedia

Bias in Estimating Portfolio Alpha and Beta Scores

George M. Frankfurter, Herbert E. Phillips, John P. Seagle

The Review of Economics and Statistics · 1974 · 16 citations · 0 references

Concepts

BusinessEconomicsFinanceFinancial EconomicsPortfolio AssessmentPortfolio ManagementBiasCognitive Biases In InvestingPortfolio AnalyticsPortfolio ScoringPortfolio TheorySelection BiasCoefficient Alpha BiasEstimation Bias AssessmentMarket BetaPortfolio CalibrationPortfolio Rating