Performance measurement of portfolio risk based on orthant probabilities
Mark Lundin and Stephen Satchell
| Year of publication: |
2002
|
|---|---|
| Authors: | Lundin, Mark ; Satchell, Stephen |
| Published in: |
Performance measurement in finance. - Oxford [u.a.] : Butterworth-Heinemann, ISBN 0-7506-5026-5. - 2002, p. 261-284
|
| Subject: | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001718622