Beyond Sharpe ratio : optimal asset allocation using different performance ratios
Simone Farinelli; Manuel Ferreira; Damiano Rossello; Markus Thoeny; Luisa Tibiletti
| Year of publication: |
2008
|
|---|---|
| Authors: | Farinelli, Simone ; Ferreira, Manuel ; Rossello, Damiano ; Thoeny, Markus ; Tibiletti, Luisa |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 10, p. 2057-2063
|
| Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics |
| Extent: | graph. Darst. |
|---|---|
| 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/10003778591