A COMPARISON AMONG PERFORMANCE MEASURES IN PORTFOLIO THEORY

IFAC Proceedings Volumes 2005 Vol. 38; Iss. 1

A COMPARISON AMONG PERFORMANCE MEASURES IN PORTFOLIO THEORY

Ortobelli, Sergio, Biglova, Almira, Stoyanov, Stoyan, Rachev, Svetlozar, Fabozzi, Frank
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Volume:
38
Year:
2005
Language:
english
Journal:
IFAC Proceedings Volumes
DOI:
10.3182/20050703-6-cz-1902.02236
File:
PDF, 267 KB
english, 2005
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