Risk capital attribution and risk-adjusted performance measurement
Michel Crouhy, Dan Galai, and Robert Mark
| Year of publication: |
2006
|
|---|---|
| Authors: | Crouhy, Michel ; Galai, Dan ; Mark, Robert |
| Published in: |
Risk management : a modern perspective. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-12-088438-4. - 2006, p. 433-454
|
| Subject: | Performance-Messung | Performance measurement | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory | Messung | Measurement |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003271527