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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) |
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 |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004845023 |
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E-Collection record created: Sat, 19 Apr 2008, 02:33:28 CET