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Analyzing risk and performance using the multi-factor concept

Author

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  • Vermeulen, Erik M.
  • Spronk, Jaap
  • van der Wijst, Nico

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  • Vermeulen, Erik M. & Spronk, Jaap & van der Wijst, Nico, 1996. "Analyzing risk and performance using the multi-factor concept," European Journal of Operational Research, Elsevier, vol. 93(1), pages 173-184, August.
    • Handle: RePEc:eee:ejores:v:93:y:1996:i:1:p:173-184
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    References listed on IDEAS

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    1. Vermeulen, EM & Spronk, J & van der Wijst, D, 1994. "Visualizing interfirm comparison," Omega, Elsevier, vol. 22(4), pages 331-338, July.
    2. Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
    3. Lev, B, 1980. "On The Use Of Index Models In Analytical Reviews By Auditors," Journal of Accounting Research, Wiley Blackwell, vol. 18(2), pages 524-550.
    4. Spronk, J. & Vermeulen, E.M., 1994. "Interfirm Performance Evaluation under Uncertainty, A Multi-Dimentional Framework," Papers 9407-e, Economisch Institut voor het Midden en Kleinbedrijf-.
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    Cited by:

    1. Spronk, Jaap & Vermeulen, Erik M., 2003. "Comparative performance evaluation under uncertainty," European Journal of Operational Research, Elsevier, vol. 150(3), pages 482-495, November.

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