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Do CEOs make their own luck? : relative versus absolute performance evaluation and firm risk
Wruck, Karen H., (2017)
Testing for distortions in performance measures : an application to residual income based measures like economic value added
Sloof, Randolph, (2014)
The degradation of distorted performance measures
Sloof, Randolph, (2008)
Return attribution
Zangari, Peter, (2003)
Equity risk factor models
Investment management - Understanding variations in the risk of multi-strategy portfolios
Jiang, Gang, (2005)