The dependence of upside capture ratios and downside capture ratios on the length of the measurement interval, beta, and alpha
Robert Ferguson, Danny Meidan and Joel Rentzler
| Year of publication: |
2014
|
|---|---|
| Authors: | Ferguson, Robert ; Meidan, Danny ; Rentzler, Joel Conrad |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 4, p. 105-116
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| Subject: | Upside capture ratios | downside capture ratios | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Betriebliche Kennzahl | Financial ratio | Messung | Measurement | Betafaktor | Beta risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634884