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Block bootstrap methods and the choice of stocks for the long run
Cogneau, Philippe; Zakamouline, Valeri - In: Quantitative finance 13 (2013) 9, pp. 1443-1457
Persistent link: https://www.econbiz.de/10010186154
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A Generalisation of the Mean-Variance Analysis
Zakamouline, Valeri; Koekebakker, Steen - In: European financial management : the journal of the … 15 (2009) 5, pp. 934-970
Persistent link: https://www.econbiz.de/10008322249
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PERFORMANCE EVALUATION ON THE CONSISTENT USE OF VAR IN PORTFOLIO PERFORMANCE EVALUATION: A Cautionary Note
Zakamouline, Valeri - In: The journal of portfolio management : a publication of … 37 (2010) 1, pp. 92-105
Persistent link: https://www.econbiz.de/10008720620
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Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
Zakamouline, Valeri; Koekebakker, Steen - In: Journal of banking & finance 33 (2009) 7, pp. 1242-1255
Persistent link: https://www.econbiz.de/10008882536
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Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
Zakamouline, Valeri; Koekebakker, Steen - In: Journal of banking & finance 33 (2009) 7, pp. 1242-1254
Persistent link: https://www.econbiz.de/10008239849