The sensitivity of the asymptotic variance of performance measures with respect to skewness and kurtosis
Philippe Bertrand and Costin Protopopescu
| Year of publication: |
2008
|
|---|---|
| Authors: | Bertrand, Philippe ; Protopopescu, Costin |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 13.2008, 4, p. 349-360
|
| Subject: | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Statistische Verteilung | Statistical distribution | Theorie | Theory | Sharpe Ratio |
| Extent: | graph. Darst. |
|---|---|
| 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/10003770619