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Digital Library

of the European Council for Modelling and Simulation

 

Title:

Different Risk-Adjusted Fund Performance Measures: A Comparison

Authors:

Pilar Grau-Carles, Jorge Sainz

Published in:

 

(2009).ECMS 2009 Proceedings edited by J. Otamendi, A. Bargiela, J. L. Montes, L. M. Doncel Pedrera. European Council for Modeling and Simulation. doi:10.7148/2009 

 

ISBN: 978-0-9553018-8-9

 

23rd European Conference on Modelling and Simulation,

Madrid, June 9-12, 2009

Citation format:

Grau-Carles, P., & Sainz, J. (2009). Different Risk-Adjusted Fund Performance Measures: A Comparison. ECMS 2009 Proceedings edited by J. Otamendi, A. Bargiela, J. L. Montes, L. M. Doncel Pedrera (pp. 439-444). European Council for Modeling and Simulation. doi:10.7148/2009-0439-0444

DOI:

http://dx.doi.org/10.7148/2009-0439-0444

Abstract:

 

Full text: