A performance evaluation of portfolio managers: tests of micro and macro forecasting

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.10, Iss.5, 2004-10, pp. : 391-411

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Portfolio performance evaluation with loss aversion

By Zakamouline Valeri

Quantitative Finance, Vol. 14, Iss. 4, 2014-04 ,pp. : 699-710

Routledge Ltd

Access to resources Recommend Favorite

Evaluation of VaR models' forecasting performance: the case of oil markets

By Gallali Med Imen

International Journal of Financial Services Management, Vol. 5, Iss. 3, 2012-05 ,pp. : 197-215

Inderscience Publishers

Access to resources Recommend Favorite

Nonlinear analysis for forecasting currencies: are they useful to the portfolio manager?

By Hamelink Foort

The European Journal of Finance, Vol. 7, Iss. 4, 2001-12 ,pp. : 335-355

Routledge Ltd

Access to resources Recommend Favorite

Bayesian Forecasting for Accident Proneness Evaluation

By Rios Insua S. Martin J. Rios Insua D. Ruggeri F.

Scandinavian Actuarial Journal, Vol. 1999, Iss. 2, 1999-12 ,pp. : 134-156

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian Forecasting for Accident Proneness Evaluation

By Rios Insua S. Martin J. Rios Insua D. Ruggeri F.

Scandinavian Actuarial Journal, Vol. 99, Iss. 2, 1999-12 ,pp. : 134-156

Taylor & Francis Ltd

Access to resources Recommend Favorite