PORTFOLIO DISTRIBUTIONS AND TESTS OF SECURITY SELECTION MODELS*

Abstract

The Journal of FinanceVolume 23, Issue 5 p. 805-819 Article PORTFOLIO DISTRIBUTIONS AND TESTS OF SECURITY SELECTION MODELS* William Breen, William BreenSearch for more papers by this authorJames Savage, James SavageSearch for more papers by this author William Breen, William BreenSearch for more papers by this authorJames Savage, James SavageSearch for more papers by this author First published: December 1968 https://doi.org/10.1111/j.1540-6261.1968.tb00318.xCitations: 3 †The authors are, respectively, Assistant Professor of Economics, Krannert Graduate School of Industrial Administration, Purdue University, and Vice-President, Compufund Management Corporation. Part of the work was supported by the Ford Foundation Workshop in Business Finance, Harvard Business School, and the support is gratefully acknowledged. The authors wish to thank Robert Johnson, Purdue, and John Lintner, Harvard Business School, for advice and criticisms. All mistakes remain the authors. Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume23, Issue5December 1968Pages 805-819 RelatedInformation