Die risikoadjustierte Performance offener Aktienfonds : eine theoretische und empirische Untersuchung ausgewählter Probleme in der Performancemessung
Sebastian Krimm
Year of publication: |
2013
|
---|---|
Authors: | Krimm, Sebastian |
Subject: | Marktphasenabhängigkeit | Sharpe Ratio | Jensen Alpha | Timingperformance | Totalperformance | Treynor-Mazuy-Modell | Henriksson-Merton-Modell | Aktienfonds | Equity fund | Performance-Messung | Performance measurement | Zeit | Time | Volatilität | Volatility | Asymmetrische Information | Asymmetric information | Portfolio-Management | Portfolio selection | Leistungsmessung | Timing | Marktphase | Informationseffizienz |
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