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The Generalized Treynor Ratio GEORGES HÜBNER HEC Management School – University of Liège and Maastricht University
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Document Date: 2005-12-02 22:04:56

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File Size: 130,31 KB

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City

Luxemburg / Lyon / /

Company

Belgian National Funds / /

Facility

Maastricht University / University of Liège / /

IndustryTerm

relevant tools / consistent tool / /

MarketIndex

Weighted US Market / /

MusicGroup

IR / GTR / /

Organization

University of Liège / CORE / Maastricht University / Generalized Treynor Ratio GEORGES HÜBNER HEC Management School / /

Person

GEORGES HÜBNER / Nicolas Papageorgiou / Knez / Lars Tyge Nielsen / Wayne Ferson / Eric Jacquier / Peter Schotman / Pascal François / Marco Pagano / Equation / Kenneth French / /

Position

author / Editor / portfolio manager / manager / /

Technology

alpha / simulation / /

SocialTag