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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~person:"Alekseev, Aleksandr G."
~person:"Fernholz, Ricardo T."
~type:"article"
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Alekseev, Aleksandr G.
Fernholz, Ricardo T.
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Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
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Benchmark-based evaluation of portfolio performance : a characterization
Alekseev, Aleksandr G.
;
Sokolov, Mikhail V.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10011575172
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