English
Multi-Dimensional Risk and Performance Analysis for Equity Portfolios.
Publication EDHEC
GIRON Kevin ; MARTELLINI Lionel ; MILHAU Vincent
2016
99
134.88-GIRON
ANALYSE DE PORTEFEUILLE ; GESTION DE PORTEFEUILLE ; PLACEMENT
Nbre d'exemplaires : 2
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] | |||
| 2 | [disponible] |
Adresse url : https://www.edhec.edu/fr/publications/multi-dimensional-risk-and-performance-analysis-equity-portfolios
Sommaire : Executive Summary
Introduction
1. Literature and Practice Reviews
2. From Historical Betas (and Alphas) to Fundamental Betas (and Alphas)
3. Applications of Fundamental Beta
4. Conclusion
Appendix
References
About Caceis
About EDHEC-Risk Institute
EDHEC-Risk Intitute Publications and Position Papers (2013-2016)
Langue : Anglais
Collection : PUBLICATION EDHEC
Propriétaire : Bibliothèque