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Article

The Effect of value Estimation Errors On Portfolio Growth Rates

Robert A Ferguson, Dean Leistikow, Joel Rentzler and Susana Yu
The Journal of Investing Summer 2009, 18 (2) 69-75; DOI: https://doi.org/10.3905/JOI.2009.18.2.069
Robert A Ferguson
is a senior investment officer at INTECH in West Palm Beach, FL.
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  • For correspondence: rferguson@intechjanus.com
Dean Leistikow
is a professor of finance at Fordham University in New York, NY.
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  • For correspondence: leistikow@fordham.edu
Joel Rentzler
is a professor of finance at Baruch University in New York, NY.
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  • For correspondence: joel.rentzler@baruch.cuny.edu
Susana Yu
is an associate professor of finance at Montclair State University in Upper Montclair, NJ.
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  • For correspondence: yus@mail.montclair.edu
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Article Information

vol. 18 no. 2 69-75
DOI 
https://doi.org/10.3905/JOI.2009.18.2.069

Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online May 31, 2009.

Copyright & Usage 
© 2009 Pageant Media Ltd

Author Information

  1. Robert A Ferguson
    1. is a senior investment officer at INTECH in West Palm Beach, FL. (rferguson{at}intechjanus.com)
  2. Dean Leistikow
    1. is a professor of finance at Fordham University in New York, NY. (leistikow{at}fordham.edu)
  3. Joel Rentzler
    1. is a professor of finance at Baruch University in New York, NY. (joel.rentzler{at}baruch.cuny.edu)
  4. Susana Yu
    1. is an associate professor of finance at Montclair State University in Upper Montclair, NJ. (yus{at}mail.montclair.edu)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Vol. 18, Issue 2
Summer 2009
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The Effect of value Estimation Errors On Portfolio Growth Rates
Robert A Ferguson, Dean Leistikow, Joel Rentzler, Susana Yu
The Journal of Investing May 2009, 18 (2) 69-75; DOI: 10.3905/JOI.2009.18.2.069

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The Effect of value Estimation Errors On Portfolio Growth Rates
Robert A Ferguson, Dean Leistikow, Joel Rentzler, Susana Yu
The Journal of Investing May 2009, 18 (2) 69-75; DOI: 10.3905/JOI.2009.18.2.069
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  • Article
    • Abstract
    • THE EFFECT OF MISPRICING CORRECTIONS ON STOCKS’ AND PORTFOLIOS’ RETURNS
    • THE EFFECT ON STOCKS’ RETURN VOLATILITY AND PORTFOLIOS’ EXCESS GROWTH RATES
    • THE ESTIMATION ERRORS’ EFFECT ON PORTFOLIO GROWTH RATES INTERPRETED IN THE CONTEXT OF VARIOUS PORTFOLIO WEIGHTING METHODS AND A SIZE EFFECT
    • CONCLUSIONS
    • ENDNOTES
    • REFERENCES
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