Multi-horizon markowitz portfolio performance appraisals: a general approach

W. Briec and Kristiaan Kerstens

Post-Print from HAL

Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (41)

Published in OMEGA / OMEGA International Journal of Management Science; OMEGA The International Journal of Management Science, 2009, 37 (1), pp.50-62

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Multi-horizon Markowitz portfolio performance appraisals: A general approach (2009)
Working Paper: Multi-Horizon Markowitz Porfolio Performance Appraisals: A General approach (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00288174

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().