By browsing this website, you acknowledge the use of a simple identification cookie. It is not used for anything other than keeping track of your session from page to page. OK


Search

1

Multi-Dimensional Risk and Performance Analysis for Equity Portfolios.

EDHEC Publication

GIRON Kevin ; MARTELLINI Lionel ; MILHAU Vincent

GROUPE EDHEC

2016

99

134.88-GIRON

PORTFOLIO ANALYSIS ; PORTFOLIO MANAGEMENT ; FINANCIAL INVESTMENT


Number of copies : 2
No. Call n° Bar code Commentary
1 [available]
2 [available]

Url : https://www.edhec.edu/fr/publications/multi-dimensional-risk-and-performance-analysis-equity-portfolios

Contents : 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)

Language : English

Series : PUBLICATION EDHEC

Material : Electronic ; Paper

Owner : Bibliothèque