Benchmark-based evaluation of portfolio performance: a characterization (Q2397788): Difference between revisions

@@ Property / cites work @@
+Q5514010
@@ Property / cites work: Q5514010 / rank @@
+Normal rank
@@ Property / cites work @@
+Determining merged relative scores
@@ Property / cites work: Determining merged relative scores / rank @@
+Normal rank
@@ Property / cites work @@
+A theory of average growth rate indices
@@ Property / cites work: A theory of average growth rate indices / rank @@
+Normal rank
@@ Property / cites work @@
+Price and Quantity Index Numbers
@@ Property / cites work: Price and Quantity Index Numbers / rank @@
+Normal rank
@@ Property / cites work @@
+Tracking error: a multistage portfolio model
@@ Property / cites work: Tracking error: a multistage portfolio model / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Management with Benchmarking
@@ Property / cites work: Risk Management with Benchmarking / rank @@
+Normal rank
@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Risk-sensitive benchmarked asset management
@@ Property / cites work: Risk-sensitive benchmarked asset management / rank @@
+Normal rank
@@ Property / cites work @@
+Exact welfare measures and economic index numbers
@@ Property / cites work: Exact welfare measures and economic index numbers / rank @@
+Normal rank
@@ Property / cites work @@
+Q4782130
@@ Property / cites work: Q4782130 / rank @@
+Normal rank
@@ Property / cites work @@
+Axiomatic Characterization of the Time-Weighted Rate of Return
+Normal rank
@@ Property / cites work @@
+Ambiguity in asset pricing and portfolio choice: a review of the literature
+Normal rank
@@ Property / cites work @@
+Q4895279
@@ Property / cites work: Q4895279 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5639713
@@ Property / cites work: Q5639713 / rank @@
+Normal rank
@@ Property / cites work @@
+An implicit function theorem: Comment
@@ Property / cites work: An implicit function theorem: Comment / rank @@
+Normal rank
@@ Property / cites work @@
+On concavity and supermodularity
@@ Property / cites work: On concavity and supermodularity / rank @@
+Normal rank
@@ Property / cites work @@
+Increasing quasiconcave co-radiant functions with applications in mathematical economics
+Normal rank
@@ Property / cites work @@
+Convex functions and their applications. A contemporary approach
+Normal rank
@@ Property / cites work @@
+A benchmark approach to quantitative finance
@@ Property / cites work: A benchmark approach to quantitative finance / rank @@
+Normal rank
@@ Property / cites work @@
+Postulates for the internal rate of return of an investment project
+Normal rank
@@ Property / cites work @@
+Abstract convexity and global optimization
@@ Property / cites work: Abstract convexity and global optimization / rank @@
+Normal rank
@@ Property / cites work @@
+On general minimax theorems
@@ Property / cites work: On general minimax theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment with minimum performance constraints
+Normal rank