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Portfolio performance under benchmarking relative loss and portfolio insurance : from omega ratio to loss aversion
Tak Wa Ng, (2023)
New evidence on mutual fund performance : a comparison of alternative bootstrap methods
Blake, David, (2014)
The liability market value as benchmark in pension fund performance measurement
Bolla, Lidia, (2016)
Multiperiod arithmetic attribution
Menchero, José, (2009)
Custom factor attribution