Home > Term: Roll's Critique
Roll's Critique
That the CAPM holds by construction when performance is measured against a mean-variance efficient index; otherwise, it holds not at all. Attributable to Richard Roll in 1977.
- ส่วนหนึ่งของคำพูด: noun
- อุตสาหกรรม/ขอบเขต: Financial services
- Category: General Finance
- Company: Bloomberg
0
ผู้สร้าง
- Jessehe
-
(V.I.P) 32013 points - 40.13% positive feedback
