Performance measurement of portfolio risk based on orthant probabilities
Year of publication: |
2002
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Authors: | Lundin, Mark ; Satchell, Stephen |
Published in: |
Performance measurement in finance. - Oxford [u.a.] : Butterworth-Heinemann, ISBN 0-7506-5026-5. - 2002, p. 261-284
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Subject: | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomaß | Risk measure |
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