Risk-adjusted performance : the correlation correction
Arun S. Muralidhar
| Year of publication: |
2009
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|---|---|
| Authors: | Muralidhar, Arun S. |
| Published in: |
Investment performance measurement : evaluating and presenting results. - Hoboken, NJ : John Wiley & Sons, ISBN 978-0-470-39502-8. - 2009, p. 653-667
|
| Subject: | Korrelation | Correlation | Risiko | Risk | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Reprint |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003839915