Portfolio Construction and Performance Measurement when Returns are Non-Normal

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

9 Citations (Scopus)

Original language	English
Pages (from-to)	445-461
Journal	Australian Journal of Management
Volume	32
Issue number	3
DOIs	https://doi.org/10.1177/031289620803200304
Publication status	Published - 2008

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title = "Portfolio Construction and Performance Measurement when Returns are Non-Normal",

author = "K. Benson and P. Gray and E. Kalotay and Judy Qiu",

year = "2008",

doi = "10.1177/031289620803200304",

language = "English",

volume = "32",

pages = "445--461",

journal = "Australian Journal of Management",

issn = "0312-8962",

publisher = "SAGE Publications Ltd",

number = "3",

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T1 - Portfolio Construction and Performance Measurement when Returns are Non-Normal

AU - Benson, K.

AU - Gray, P.

AU - Kalotay, E.

AU - Qiu, Judy

PY - 2008

Y1 - 2008

U2 - 10.1177/031289620803200304

DO - 10.1177/031289620803200304

M3 - Article

SN - 0312-8962

VL - 32

SP - 445

EP - 461

JO - Australian Journal of Management

JF - Australian Journal of Management

IS - 3

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