The performance of characteristics-based indices
Year of publication: |
2009
|
---|---|
Authors: | Amenc, Noël ; Goltz, Felix ; Le Sourd, Véronique |
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. 241-278
|
Subject: | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | USA | United States |
-
The importance of index selection
Luck, Christopher G., (2009)
-
Markov-switching asset allocation : do profitable strategies exist?
Bulla, Jan, (2011)
-
A survey of alternative equity index strategies
Chow, Tzee-man, (2011)
- More ...
-
Asset allocation and portfolio construction
Amenc, Noël, (2008)
-
Introduction to performance analysis
Amenc, Noël, (2008)
-
Portfolio theory and performance analysis
Amenc, Noël, (2003)
- More ...