Measuring investment performance with a stochastic parameter regression model
Year of publication: |
1988
|
---|---|
Authors: | Lockwood, Larry Joseph |
Other Persons: | Kadiyala, K. Rao (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 12.1988, 3, p. 457-467
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Theorie | Theory |
-
Modern portfolio theory and investment analysis
Elton, Edwin J., (1995)
-
Portfolio theory and investment management
Dobbins, Richard, (1983)
-
Internationale Portfoliodiversifikation und "home bias" aus Sicht deutscher Anleger
Szczecki, Błażej, (2002)
- More ...
-
The performance of mutual funds : a reexamination of timing and selectivity
Kadiyala, K. Rao, (1982)
-
Risk measurement for event-dependent security returns
Lockwood, Larry Joseph, (1988)
-
Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao, (1994)
- More ...