Portfolio performance sensitivity for various asset-pricing kernels
Year of publication: |
2008
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Authors: | Ayadi, Mohamed A. ; Kryzanowski, Lawrence |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 1, p. 171-185
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Subject: | Portfolio-Management | Portfolio selection | Rendite | Yield | Performance-Messung | Performance measurement | Finanzanalyse | Financial analysis | Core | Momentenmethode | Method of moments | Theorie | Theory |
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