David M. Modest

Latest Institution: Morgan Stanley

All Institutions: NA; Morgan Stanley

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

The Empirical Foundations of the Arbitrage Pricing Theory I: The Empirical Tests

Year: 1985
Journal: Journal of Financial Economics
Authors: Bruce N. Lehmann; David M. Modest

The Empirical Foundations of the Arbitrage Pricing Theory II: The Optimal Construction of Basis Portfolios

Year: 1985
Journal: Journal of Financial Economics
Authors: Bruce N. Lehmann; David M. Modest

Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

Year: 1985
Journal: Journal of Finance
Authors: Bruce N. Lehmann; David M. Modest

Diversification and the Optimal Construction of Basis Portfolios

Year: 2003
Journal: Management Science
Authors: Bruce N. Lehmann; David M. Modest

Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):

Back to index