Portfolio optimization strategies : performance evaluation with respect to different objectives
Year of publication: |
2011
|
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Authors: | Bugar, Gyöngyi ; Uzsoki, Máté |
Published in: |
Journal of transnational management : the official journal of the International Management Development Association. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 1547-5778, ZDB-ID 2207693-1. - Vol. 16.2011, 3, p. 135-148
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | USA | United States | 1962-2006 |
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