Generalized performance measures : optimal overweighing of fees relative to sample returns
Moshe Levy and Richard Roll
| Year of publication: |
2018
|
|---|---|
| Authors: | Levy, Moshe ; Roll, Richard |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2017, 3, p. 66-75
|
| Subject: | Theorie | Theory | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Stichprobenerhebung | Sampling |
| 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/10011877634