Do asymmetric risk metrics influence performance persistence?
نویسندگان
چکیده
منابع مشابه
Metrics for generalized persistence modules
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ژورنال
عنوان ژورنال: Journal of Derivatives & Hedge Funds
سال: 2008
ISSN: 1753-965X
DOI: 10.1057/jdhf.2008.5