Performance measures for dynamic portfolio management
By: L. T. Nielsen and M. Vassalou.
Contributors: Vassalou, Maria.; INSEAD.
Series: Working papers / INSEAD -- 98/25/FIN; Working papers -- 98/25/FIN.
Publisher: INSEAD
Published: 1998
Place of publication: Fontainebleau
Language: eng
Number of pages: 28