Screening rules and portfolio performance-Reference-Cited by-同舟云学术

Screening rules and portfolio performance

Published:2019-04 Issue: Volume:48 Page:642-662
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

León Angel,Navarro Lluís,Nieto Belén

Funder

Generalitat Valenciana

Spanish Department of Economy and Competitiveness

Bank of Spain

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

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3. Practical portfolio performance measurement and attribution;Bacon,2008

4. Gain, loss and asset pricing;Bernardo;Journal of Political Economy,2000

5. Different approaches to risk estimation in portfolio theory;Biglova;Journal of Portfolio Management,2004

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