Custom factor attribution
Year of publication: |
2009
|
---|---|
Authors: | Menchero, José ; Poduri, Vijay |
Published in: |
Investment performance measurement : evaluating and presenting results. - Hoboken, NJ : John Wiley & Sons, ISBN 978-0-470-39502-8. - 2009, p. 367-385
|
Subject: | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Benchmarking | Risiko | Risk |
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