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73 research outputs found

Theoretical and empirical aspects of the relation between interest rates and common stock returns

Author: Hallerbach WGPM
Publication venue: Physica-Verlag/Springer
Publication date: 01/01/1995
Field of study

EUR Research Repository

Scrabbelen met risico: ERM oftewel VaR, CaR, RAPM, RAROC

Author: Hallerbach WGPM
Publication venue
Publication date: 01/01/1999
Field of study

EUR Research Repository

Decomposing portfolio value-at-risk: a general analysis

Author: Hallerbach WGPM
Publication venue
Publication date: 01/01/2003
Field of study

EUR Research Repository

The information Ratio as a Performance Metric

Author: Hallerbach WGPM
Publication venue
Publication date: 01/01/2006
Field of study

EUR Research Repository

Een performance paradox ontrafeld

Author: Hallerbach WGPM
Publication venue
Publication date: 01/01/1998
Field of study

EUR Research Repository

Capital allocation, portfolio enhancement, and performance evaluation: a unified approach

Author: Hallerbach WGPM
Publication venue
Publication date: 01/01/2002
Field of study

EUR Research Repository

Decomposing portfolio value-at-risk: a general analysis

Author: Hallerbach WGPM
Publication venue: RISK Books
Publication date: 01/01/2004
Field of study

EUR Research Repository

Multi-attribute portfolio selection: a conceptual framework

Author: Hallerbach WGPM
Publication venue
Publication date: 01/01/1995
Field of study

EUR Research Repository

Discussion on 'accounting for currency influences on competitive position' by P. Smidt

Author: Hallerbach WGPM
Publication venue: Samsom
Publication date: 01/01/1996
Field of study

EUR Research Repository

Capital allocation, portfolio enhancement, and performance measurement: a unified approach

Author: Hallerbach WGPM
Publication venue: John Wiley & Sons Inc.
Publication date: 01/01/2004
Field of study

EUR Research Repository

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