Portfolio performance evaluation using value at risk

Journal of Portfolio Management

Volumn 29, Issue 4, 2003, Pages

  Alexander, Gordon J ^a   Baptista, Alexandre M ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b UNIVERSITY OF ARIZONA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041831088     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2003.319898     Document Type: Article

References (21)

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