Portfolio performance measurement : a no arbitrage bounds approach
Year of publication: |
2009
|
---|---|
Authors: | Ahn, Dong-Hyun ; Cao, H. Henry ; Chrétien, Stéphane |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 15.2009, 2, p. 298-339
|
Subject: | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund | Unvollkommener Markt | Incomplete market | USA | United States |
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