Applying portfolio change and conditional performance measures : the case of industry rotation via dynamic investment model

Robert R. Grauer; Nils H. Hakansson

Year of publication:	2001
Authors:	Grauer, Robert R. ; Hakansson, Nils Hemming
Published in:	Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 17.2001, 3, p. 237-265
Subject:	Portfolio-Management \| Portfolio selection \| Bewertung \| Evaluation \| Betriebliche Investitionstheorie \| Corporate investment theory \| Schätzung \| Estimation \| USA \| United States

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