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Biases in decomposing holding-period portfolio returns
Weimin Liu, Norman Strong
Research output
:
Journal Publication
›
Article
›
peer-review
72
Citations (Scopus)
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Keyphrases
Holding Period
100%
Portfolio Returns
100%
Return on Investment
50%
Market Efficiency
50%
Transaction Costs
50%
Investment Strategy
50%
Value Vs. Growth
50%
Asset Pricing Model
50%
Single-period
50%
Size Growth
50%
Formal Analysis
50%
Investment Vehicles
50%
Multi-period Portfolio
50%
Model Efficiency
50%
Statistical Inference
50%
Decomposition Method
50%
Economics, Econometrics and Finance
Financial Economics
100%
Finance
100%
Efficient Market Hypothesis
100%
Transaction Costs
100%
Investment Strategies
100%