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Cogneau, P., & Zakamouline, V. (2013). Block bootstrap methods and the choice of stocks for the long run. Quantitative Finance, 13. doi:10.1080/14697688.2012.713115 |
Cogneau, P., & Hübner, G. (2009). The (more than) 100 Ways to Measure Portfolio Performance: Part 2: Special Measures and Comparison. Journal of Performance Measurement, 14 (Fall), 56-69. |
Cogneau, P., & Hübner, G. (2009). The (more than) 100 Ways to Measure Portfolio Performance. Part 1: Standardized Risk-Adjusted Measures. Journal of Performance Measurement, 13 (Summer), 56-71. |