Inicio > 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.
- Parte del discurso: noun
- Industria/ámbito: Servicios financieros
- Categoría: Finanza general
- Company: Bloomberg
0
Creador
- Jessehe
-
(V.I.P) 32013 puntos - 40.13% positive feedback
