Narrow search
Showing 1 - 10 of 18,533
Cover Image
Managed futures for long-term investors : a DEA ranking analysis
Tokic, Damir - In: The Australian economic review 45 (2012) 4, pp. 422-440
Persistent link: https://www.econbiz.de/10009745481
Cover Image
Portfolio rankings with skewness and kurtosis
Di Pierro, Massimo; Mosevich, J. - In: Computational finance and its applications III : …, (pp. 109-117). 2008
Persistent link: https://www.econbiz.de/10003713279
Cover Image
Robust ranking and portfolio optimization
Tri-Dung Nguyen; Lo, Andrew W. - In: European journal of operational research : EJOR 221 (2012) 2, pp. 407-416
Persistent link: https://www.econbiz.de/10009557681
Cover Image
An adaptive approach to the ranking of investment funds
Reztsov, Andrei - In: The journal of wealth management 16 (2013/14) 3, pp. 82-86
Persistent link: https://www.econbiz.de/10010226789
Cover Image
A sharper ratio : a general measure for correctly ranking non-normal investment risks
Smetters, Kent A.; Zhang, Xingtan - 2013
Persistent link: https://www.econbiz.de/10010200201
Cover Image
Portfolio optimization using rank correlation
Edirisinghe, Chanaka; Zhou, Wenjun - 2014
Persistent link: https://www.econbiz.de/10010371293
Cover Image
Benchmarking mean-variance portfolios using a shortage function : the choice of direction vector affects rankings!
Kerstens, Kristiaan; Mounir, A.; Woestyne, I. Van de - In: Journal of the Operational Research Society : OR 63 (2012) 9, pp. 1199-1212
Persistent link: https://www.econbiz.de/10009582033
Cover Image
On ranking schemes and portfolio selection
Di Pierro, Massimo; Mosevich, Jack W. - In: Hedge fund investment management, (pp. 128-143). 2005
Persistent link: https://www.econbiz.de/10003227129
Cover Image
Risk-adjusted performance measures and implied risk-attitudes
Plantinga, Auke; Groot, Sebastiaan de - 2001
Persistent link: https://www.econbiz.de/10001633533
Cover Image
On Adaptive Approach to the Ranking of Investment Funds
Reztsov, Andrei - 2013
An adaptive approach for the ranking of investment funds by the fund of funds manager is presented. This is a quantitative tool to help the manager make a decision regarding ranking of funds and allocating capital between them for the next few months (for example, for the next quarter) where the...
Persistent link: https://www.econbiz.de/10013086168