The importance of attributing active risk to benchmark-relative sources
Year of publication: |
2012
|
---|---|
Authors: | Davis, Benjamin ; Menchero, Jose |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 15.2012/13, 2, p. 59-76
|
Subject: | Risikomaß | Risk measure | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection |
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