Imperial College London

DrMartinHaugh

Business School

Associate Professor of Analytics and Operations Research
 
 
 
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Contact

 

m.haugh Website

 
 
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Location

 

386BBusiness School BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Haugh:2011:10.2139/ssrn.1494512,
author = {Haugh, M and Jain, A},
doi = {10.2139/ssrn.1494512},
journal = {SSRN Electronic Journal},
pages = {81--99},
title = {The Dual Approach to Portfolio Evaluation: A Comparison of the Static, Myopic and Generalized Buy-and-Hold Strategies},
url = {http://dx.doi.org/10.2139/ssrn.1494512},
volume = {11},
year = {2011}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Haugh,M
AU - Jain,A
DO - 10.2139/ssrn.1494512
EP - 99
PY - 2011///
SN - 1469-7688
SP - 81
TI - The Dual Approach to Portfolio Evaluation: A Comparison of the Static, Myopic and Generalized Buy-and-Hold Strategies
T2 - SSRN Electronic Journal
UR - http://dx.doi.org/10.2139/ssrn.1494512
VL - 11
ER -