Monica Billio, Bertrand Maillet, Loriana Pelizzon. A meta-measure of performance related to both investors and investments characteristics. Annals OR, 313(2):1405-1447, 2022. [doi]
@article{BillioMP22,
title = {A meta-measure of performance related to both investors and investments characteristics},
author = {Monica Billio and Bertrand Maillet and Loriana Pelizzon},
year = {2022},
doi = {10.1007/s10479-020-03771-w},
url = {https://doi.org/10.1007/s10479-020-03771-w},
researchr = {https://researchr.org/publication/BillioMP22},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {313},
number = {2},
pages = {1405-1447},
}