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Document Title Author Issue Date
Quantifying Tail Risk with Bad Data [Sastry, Ravi][Landoni, Mattia] 7-9-2013
Towards Systematic Portfolio Strategy to Control.. [Yang, Z. George][Zhong, Liang] 4-15-2013
The Effects of Drawdown Risk Reduction on the US.. [Tavakoli, M. Reza] 3-28-2013
Risk-Adjusted Performances of World Equity Indic.. [Atilgan, Yigit][Demirtas, K. Ozgur] 11-3-2012
Reward-to-Risk Ratios in Turkish Financial Marke.. [Demirtas, K. Ozgur][Atilgan, Yigit] 4-11-2012
A Decision-Theoretic Foundation for Reward-to-Ri.. [Eling, Martin][Schuhmacher, Frank] 3-28-2012
VaR and Omega Measures for Hedge Funds Portfolio.. [Prigent, Jean-Luc] 3-25-2012
A Mixed 0-1 LP for Index Tracking Problem with C.. [Xu, Chengxian][Xu, Fengmin][Wang, Meihua][Xue, Honggang] 1-7-2012
Il Risk Management in una Società di Gestione de.. [Betti, Francesco] 11-20-2011
Study on the Decision-Making Method Based on VaR [Peng, Geng] 10-2-2011
Ambiguity in Calculating and Interpreting Maximu.. [Steiner, Andreas] 1-30-2011
Trading Strategy Performance when Using Value at.. [Yan, Yuxing][Visaltanachoti, Nuttawat] 12-25-2010
New Measures for Performance Evaluation [Madan, Dilip][Cherny, Alexander] 11-28-2010
Does the Use of Downside Risk-Adjusted Measures .. [Adcock, C_hris][Areal, Nelson][Armada, Manuel][Cortez, Maria C.][Oliveira, Benilde][Silva, Florinda] 8-15-2010
On the Consistent Use of VaR in Portfolio Perfor.. [Zakmouline, Valerie] 7-8-2010
Is There an Intertemporal Relation between Downs.. [Bali, Turan][Levy, Haim][Demirtas, K. Ozgur] 5-18-2010
A VaR Model as Risk Management Tool and Risk Adj.. [Giorgino, Marco][Cremonino, Andrea] 5-13-2010
Different Risk-Adjusted Fund Performance Measure.. [Doncel, Luis Miguel][Otamendi, Javier][Sainz, Jorge][Grau-Carles, Pilar] 5-9-2010
Sharper Risk Adjusted Performance Measures (RAPM.. [Sharma, Milind] 7-1-2007
Mutual Fund Performance Evaluation Using Data En.. [Chen, Zhiping][Lin, Ruiyue] 5-8-2007
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