Portfolio construction and performance measurement when returns are non-normal

Karen Benson, Philip Gray, Egon Kalotay, Judy Qiu

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	445 - 461
Number of pages	17
Journal	Australian Journal of Management
Volume	32
Issue number	3
Publication status	Published - 2008
Externally published	Yes

Cite this

@article{808f17f756ed4ec58c9b6a45d074a48a,

title = "Portfolio construction and performance measurement when returns are non-normal",

author = "Karen Benson and Philip Gray and Egon Kalotay and Judy Qiu",

year = "2008",

language = "English",

volume = "32",

pages = "445 -- 461",

journal = "Australian Journal of Management",

issn = "0312-8962",

publisher = "SAGE Publications Ltd",

number = "3",

}

TY - JOUR

T1 - Portfolio construction and performance measurement when returns are non-normal

AU - Benson, Karen

AU - Gray, Philip

AU - Kalotay, Egon

AU - Qiu, Judy

PY - 2008

Y1 - 2008

UR - https://www.scopus.com/pages/publications/44449098696

M3 - Article

SN - 0312-8962

VL - 32

SP - 445

EP - 461

JO - Australian Journal of Management

JF - Australian Journal of Management

IS - 3

ER -