PERFORMANCE MEASUREMENT - Risk-Adjusted Performance: The Correlation Correction - A new measure of risk-adjusted performance accounts for differences in the correlations of mutual funds and their benchmarks for a risk target.
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|Authors:||Muralidhar, Arun S.|
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 56.2000, 5, p. 63
Muralidhar, Arun S., (2001)
Muralidhar, Arun S., (1999)
Muralidhar, Arun S., (2015)
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