Mathematical treatment of risk adjusted performance measures

Metadata Label Value
Author(s): Bourqui, Elisabeth
Publisher: Unknown
Citation:

Bourqui, Elisabeth. Mathematical treatment of risk adjusted performance measures. (2004). http://dx.doi.org/10.3929/ethz-a-004845023

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (199.64KB)
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Detailed Information

Metadata Description
Title Mathematical treatment of risk adjusted performance measures
Author(s) Bourqui, Elisabeth
Publication Place Zürich
Publication Date 2004
Notes Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 15551, 2004
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004845023
Subject(s) Operations Research
Keyword(s) PERFORMANCE ASSESSMENT
PERFORMANCE MEASUREMENT
BUSINESS ECONOMICS
RISK ANALYSIS
STOCHASTIC CONTROL
CONTROL SYSTEMS THEORY
DIFFERENTIAL GAMES
GAME THEORY
Description File Name MIME Type Size
Abstract   eth-27512-01.pdf application/pdf 199.64KB
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E-Collection record created: Sat, 19 Apr 2008, 02:33:28 CET