Found 9 Documents (Results 1–9)
A model-free identification of relative risk. (English) Zbl 1437.91408
MSC:
91G10
Is asset allocation the key factor in determining fund performance? Evidence from the Chinese market. (Chinese. English summary) Zbl 1449.91140
MSC:
91G10
Science of inexact mathematics. Investment, performance, measurement. Mortgages and annuities, computing algorithms, attribution, risk valuation. (English) Zbl 1169.91002
Toronto: AKVY Press (ISBN 978-0-9809667-0-1/hbk). 591 p. (2009).
Reviewer: Yuliya S. Mishura (Kyïv)
MSC:
91-01
91B28
Some refinements on fixed income performance attribution. (English) Zbl 1149.90373
MSC:
90B99
91B28
A generalized performance attribution technique for mutual funds. (English) Zbl 1136.91413
MSC:
91G70
Internal performance analysis of investment fonds. (Interne Performanceanalyse von Investmentfonds.) (German) Zbl 0996.91071
Chemnitz: TU Chemnitz, Fakultät Mathematik, 131 S. (2000).
MSC:
91B28
91-02
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