What has the author Louis K C Chan written?

Answer 1

Louis K. C. Chan has written:

'On mutual fund investment styles' -- subject(s): Econometric models, Mutual funds, Portfolio management

'Benchmarking money manager performance' -- subject(s): Economic aspects, Economic aspects of Research, Mathematical models, Portfolio management, Research

'Fundamentals and stock returns in Japan' -- subject(s): Economics

'Robust measurement of beta risk / Louis K. C. Chan, Josef Lakonishok'

'On portfolio optimization' -- subject(s): Statistical methods, Prices, Stocks, Econometric models, Investment analysis, Forecasting, Portfolio management, Risk management

'Are the reports of beta's death premature?'