Risk-adjusted performance the correlation correction

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Bibliographische Detailangaben
Veröffentlicht in:	Investment performance measurement
1. Verfasser:	Muralidhar, Arun S. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2009
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Benchmarks and investment management	2009	Siegel, Laurence B.
After-tax performance evaluation	2009	Poterba, James M.
Yield bogeys	2009	Ambrose, Brent William
Multiperiod arithmetic attribution	2009	Menchero, José
Custom factor attribution	2009	Menchero, José
Currency overlay in performance evaluation	2009	Paape, Conny
The statistics of sharpe ratios	2009	Lo, Andrew W.
Does asset allocation policy explain 40, 90, or 100 percent of performance?	2009	Ibbotson, Roger G.
Global investment performance standards	2009	Lawton, Philip
Evaluating portfolio performance	2009	Bailey, Jeffery V.
The importance of index selection	2009	Luck, Christopher G.
Overcoming cap-weighted bond benchmark deficiencies	2009	Nemerever, William L.
Mutual fund performance : does fund size matter?	2009
Conditional performance evaluation, revisited	2009	Ferson, Wayne E.
Distinguishing true alpha from beta	2009	Siegel, Laurence B.
Risk-adjusted performance : the correlation correction	2009	Muralidhar, Arun S.
Information ratios and batting averages	2009	Constable, Neil
Fund management changes and equity style shifts	2009	Gallo, John Gregory
Does the emperor wear clothes or not? : the final word (or almost) on the parable of investment management	2009	Halpern, Philip
Evaluating fund performance in a dynamic market	2009	Ferson, Wayne E.