Sharpe Style Analysis in the MSCI Countries and Sectors: A Monte Carolo integration approach (Reprinted from ORIJ)

G A. Christodoulakis, J. Knight (Editor), S. Satchell (Editor)

Research output: Chapter in Book/Conference proceeding › Chapter

Original language	English
Title of host publication	Linear Factor Models in Finance
Place of Publication	London
Publisher	Elsevier BV
Publication status	Published - 2004

Cite this

@inbook{93d1520ba40f4d678b13a7d2a2c74114,

title = "Sharpe Style Analysis in the MSCI Countries and Sectors: A Monte Carolo integration approach (Reprinted from ORIJ)",

author = "Christodoulakis, \{G A.\} and J. Knight and S. Satchell",

year = "2004",

language = "English",

booktitle = "Linear Factor Models in Finance",

publisher = "Elsevier BV",

address = "Netherlands",

}