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Year of publication
Subject
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Theorie 8 Theory 8 Performance measurement 6 Performance-Messung 6 Portfolio selection 5 Portfolio-Management 5 Financial market 2 Finanzmarkt 2 Risikomaß 2 Risk measure 2 Benchmarking 1 Betriebliche Kennzahl 1 Derivat 1 Derivative 1 Econometrics 1 Financial ratio 1 Großbritannien 1 Herdenverhalten 1 Herding 1 Institutional investor 1 Institutioneller Investor 1 Measurement 1 Messung 1 Multivariate Verteilung 1 Multivariate distribution 1 Pension fund 1 Pensionskasse 1 Probability theory 1 Risiko 1 Risk 1 Simulation 1 Stochastic process 1 Stochastischer Prozess 1 United Kingdom 1 VAR model 1 VAR-Modell 1 Wahrscheinlichkeitsrechnung 1 Welt 1 World 1 Ökonometrie 1
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Type of publication
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Article 13
Language
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English 13
Author
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Korkie, Bob 2 Acar, Emmanuel 1 Amin, Gaurav S. 1 Blake, David 1 Cowell, Frances 1 Farah, Nathalie 1 Hwang, Soosung 1 Kat, Harry M. 1 Lundin, Mark 1 Pearson, Andrew 1 Salmon, Mark 1 Satchell, Stephen 1 Sciubba, Emanuela 1 Spaulding, David 1 Timmermann, Allan 1 Tonks, Ian 1 Turtle, Harry 1 Wang, Guoqiang 1
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Performance measurement in finance 13
Source
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ECONIS (ZBW) 13
Showing 1 - 10 of 13
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The financial economics of performance measurement
Farah, Nathalie - In: Performance measurement in finance, (pp. 1-49). 2002
Persistent link: https://www.econbiz.de/10001718527
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Performance evaluation : an econometric survey
Wang, Guoqiang - In: Performance measurement in finance, (pp. 50-72). 2002
Persistent link: https://www.econbiz.de/10001718530
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Distribution of returns generated by stochastic exposure : an application to VaR calculation in the futures markets
Acar, Emmanuel; Pearson, Andrew - In: Performance measurement in finance, (pp. 73-90). 2002
Persistent link: https://www.econbiz.de/10001718574
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A dynamic trading approach to performance evaluation
Amin, Gaurav S.; Kat, Harry M. - In: Performance measurement in finance, (pp. 91-107). 2002
Persistent link: https://www.econbiz.de/10001718578
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Performance benchmarks for institutional investors : measuring, monitoring and modifying investment behaviour
Blake, David; Timmermann, Allan - In: Performance measurement in finance, (pp. 108-141). 2002
Persistent link: https://www.econbiz.de/10001718586
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Simulation as a means of portfolio performance evaluation
Cowell, Frances - In: Performance measurement in finance, (pp. 142-159). 2002
Persistent link: https://www.econbiz.de/10001718591
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An analysis of performance measures using copulae
Hwang, Soosung; Salmon, Mark - In: Performance measurement in finance, (pp. 160-197). 2002
Persistent link: https://www.econbiz.de/10001718595
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A clinical analysis of a professionally managed portfolio
Korkie, Bob - In: Performance measurement in finance, (pp. 198-228). 2002
Persistent link: https://www.econbiz.de/10001718604
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Performance measurement of portfolio risk based on orthant probabilities
Lundin, Mark; Satchell, Stephen - In: Performance measurement in finance, (pp. 261-284). 2002
Persistent link: https://www.econbiz.de/10001718622
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Relative performance and herding in financial markets
Sciubba, Emanuela - In: Performance measurement in finance, (pp. 285-328). 2002
Persistent link: https://www.econbiz.de/10001718692
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