Work

Portfolio performance gauging in discrete time using a Luenberger productivity indicator

Year: 2010

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2009.12.015

Authors: Olivier Brandouy, Walter Briec, Kristiaan Kerstens, Ignace Van de Woestyne

Institutions: Université de Perpignan, Centre National de la Recherche Scientifique, Institut d'Economie Scientifique Et de Gestion

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1986328561

FWCI: 4.454

Cites: 68

Cited by: 33

Related to: 10