Backward/forward optimal combination of performance measures for equity screening
Monica Billio, Massimiliano Caporin, Michele Costola
| Year of publication: |
November 2015
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|---|---|
| Authors: | Billio, Monica ; Caporin, Massimiliano ; Costola, Michele |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 34.2015, p. 63-83
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| Subject: | Performance measures | Combining performance measures | Portfolio allocation | Equity screening | Differential evolution | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2015.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011539679