Comparative analysis of total risk-based performance measures

Methods of portfolio performance measurement in which the estimation of risk is based on total risk are compared in this paper from both theoretical and empirical viewpoints. Both full-scale and partial-scale measures of dispersion are used as risk surrogates. A new approach for quantifying downside...

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Bibliographic details
Volume: 10
Main Author: Patari, Eero
Format: Journal Article
Language: English
Zielgruppe: Trade
Place of publication: London Risk Waters Group 22.06.2008
Incisive Media Limited
published in: The journal of risk Vol. 10; no. 4; p. 69
Data of publication: 20080622
ISSN: 1465-1211
EISSN: 1755-2842
Discipline: Business
Online Access: available in Bonn?
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