Ex-Post Performance Evaluation of Dynamic Portfolio Strategies

S Hodges, Chien-Hui Liao

Research output: Contribution to conference (unpublished) › Paper

Original language	English
Publication status	Published - 1 Jan 2003
Event	Proceedings of EIASM Workshop on Dynamic Strategies in Asset Allocation and Risk Management - Duration: 1 Jan 2003 → …

Conference	Proceedings of EIASM Workshop on Dynamic Strategies in Asset Allocation and Risk Management
Period	1/01/03 → …

Cite this

@conference{0ab67697ef804fa1b15edaf8bb06426b,

title = "Ex-Post Performance Evaluation of Dynamic Portfolio Strategies",

author = "S Hodges and Chien-Hui Liao",

year = "2003",

month = jan,

day = "1",

language = "English",

note = "Proceedings of EIASM Workshop on Dynamic Strategies in Asset Allocation and Risk Management ; Conference date: 01-01-2003",

}