Random portfolios for performance measurement
Year of publication: |
2007
|
---|---|
Authors: | Burns, Patrick |
Published in: |
Optimisation, econometric and financial analysis. - Berlin : Springer, ISBN 978-3-540-36625-6. - 2007, p. 227-249
|
Subject: | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Monte-Carlo-Simulation | Monte Carlo simulation |
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