A variational derivation of risk-adjusted performance measures
George Xiang; Jiangyang Liu; Qi Wang
| Year of publication: |
2012
|
|---|---|
| Authors: | Xiang, George ; Liu, Jiangyang ; Wang, Qi |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 15.2012/13, 2, p. 45-58
|
| Subject: | Performance-Messung | Performance measurement | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009692940