Benchmark-based evaluation of portfolio performance : a characterization
Aleksandr G. Alekseev, Mikhail V. Sokolov
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Alekseev, Aleksandr G. ; Sokolov, Mikhail V. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 12.2016, 3/4, p. 409-440
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| Subject: | Portfolio performance | Compound annual growth rate | Benchmarking | Index number theory | Portfolio choice under uncertainty | Portfolio-Management | Portfolio selection | Theorie | Theory | Performance-Messung | Performance measurement | Index | Index number | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-016-0286-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011575172