Look-ahead benchmark biasin portfolio performance evaluation
Year of publication: |
2008
|
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Authors: | Daniel, Gilles ; Sornette, Didier ; Wöhrmann, Peter |
Publisher: |
Genève : Swiss Finance Inst. |
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
Extent: | Online-Ressource (PDF-Datei: 19 S.) graph. Darst. |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 08,33 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.2139/ssrn.1289222 [DOI] |
Classification: | G11 - Portfolio Choice ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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