Portfolio performance assessment : statistical issues and methods for improvement
Year of publication: |
[2017]
|
---|---|
Authors: | Stone, Bernell K. |
Published in: |
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor. - Switzerland : Springer, ISBN 978-3-319-33974-0. - 2017, p. 169-228
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | CAPM | Schätzung | Estimation | Welt | World | 1967-2004 |
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