Analysing assets' performance inside a portfolio: From crossed beta to the net risk premium ratio
Year of publication: |
2017
|
---|---|
Authors: | Bosch-Badia, Maria-Teresa ; Montllor-Serrats, Joan ; Tarrazon-Rodon, Maria-Antonia |
Published in: |
Cogent Economics & Finance. - Abingdon : Taylor & Francis, ISSN 2332-2039. - Vol. 5.2017, 1, p. 1-23
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | common stocks performance | beta | Treynor ratio | Gini portfolios |
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