Effect of Benchmark Misspecification on Risk-Adjusted Performance Measures

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Bodson, Laurent; Hübner, Georges

2010 • In Gregoriou, Greg N.; Hoppe, Christian; Wehn, Carsten (Eds.) The Risk Modeling Evaluation Handbook

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Disciplines :

Finance

Author, co-author :

Bodson, Laurent ; Université de Liège - ULiège > HEC - École de gestion de l'ULiège > Gestion financière

Hübner, Georges ; Université de Liège - ULiège > HEC - École de gestion de l'ULiège > Gestion financière

Language :

English

Title :

Effect of Benchmark Misspecification on Risk-Adjusted Performance Measures

Publication date :

2010

Main work title :

The Risk Modeling Evaluation Handbook

Editor :

Gregoriou, Greg N.

Hoppe, Christian

Wehn, Carsten

Publisher :

McGraw Hill

ISBN/EAN :

9780071663700

Pages :

141-150

Available on ORBi :

since 17 December 2008

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