A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES-Reference-Cited by-同舟云学术

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A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES

Published:2013-08-14 Issue:5 Volume:28 Page:917-942
ISSN:0950-0804
Container-title:Journal of Economic Surveys
language:en
Short-container-title:Journal of Economic Surveys

Author:

Caporin Massimiliano¹,Jannin Grégory M.²,Lisi Francesco³,Maillet Bertrand B.⁴

Affiliation:

1. Department of Economics and Management “Marco Fanno,”; University of Padova

2. A.A.Advisors-QCG (ABN AMRO); Variances and University of Paris-1 (PRISM)

3. Department of Statistical Sciences; University of Padova

4. A.A.Advisors-QCG (ABN AMRO); Variances and Univ. Orléans (LEO/CNRS and LBI)

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/joes.12041/fullpdf

Reference130 articles.

1. The performance of hedge funds: risk, return, and incentives;Ackermann;Journal of Finance,1999

2. Portfolio performance evaluation using value-at-risk;Alexander;Journal of Portfolio Management,2003

3. Les mesures de performance des OPCVM: problèmes et solutions;Aftalion;Revue Banque,1991

4. Luxury goods and the equity premium;Aït-Sahalia;Journal of Finance,2004

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