Applying portfolio change and conditional performance measures : the case of industry rotation via dynamic investment model
Robert R. Grauer; Nils H. Hakansson
| Year of publication: |
2001
|
|---|---|
| Authors: | Grauer, Robert R. ; Hakansson, Nils Hemming |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 17.2001, 3, p. 237-265
|
| Subject: | Portfolio-Management | Portfolio selection | Bewertung | Evaluation | Betriebliche Investitionstheorie | Corporate investment theory | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of quantitative finance and accounting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001748157