Measuring portfolio performance using a modified measure of risk

Author:

Adcock Chris

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Reference24 articles.

1. Adcock, C. J. (1973) ‘The Distribution Theory of Quadratic Forms With Applications’, PhD thesis, The University of Southampton.

2. Adcock, C. J. (2004) ‘Capital Asset Pricing for UK Stocks Under the Multivariate Skew-Normal Distribution’, in M. Genton (ed.), Skew Elliptical Distributions and Their Applications: A Journey Beyond Normality, Chapman and Hall, Boca Raton.

3. Breeden, D. and Litzenberger, R. (1978) ‘Prices of State Contingent Claims Implicit in Option Prices’, Journal of Business, 51, 621–652.

4. Chunhachinda, P., Dandapani, K., Hamid, S. and Prakash, A. J. (1997) ‘Portfolio Selection and Skewness: Evidence From International Stock Markets’, Journal of Banking and Finance, 21, 143–167.

5. Fang, K. T., Kotz, S. and Ng, K. -W. (1990) Symmetric Multivariate and Related Distributions, Chapman and Hall, London and New York.

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