Author:
Hentati Rania,Prigent Jean-Luc
Reference78 articles.
1. Coherent measures of risk;P Artzner;Mathematical Finance,1999
2. Alternative performance measures for hedge funds;J.-F Bacmann;AIMA Journal,2003
3. Optimizing Omega;M Bartholomew-Biggs;Journal of Global Optimization,2009
4. L'attribution de performance en gestion de portefeuille