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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: |
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Full
text: |