A generalization of the Sharpe ratio and its applications to valuation bounds and risk measures
Stewart Hodges
| Year of publication: |
1998
|
|---|---|
| Authors: | Hodges, Stewart D. |
| Institutions: | Financial Options Research Centre (contributor) |
| Publisher: |
Coventry : Financial Options Research Centre, Warwick Business School, Univ. of Warwick |
| Subject: | Risikoprämie | Risk premium | Theorie | Theory |
| Extent: | 17 S graph. Darst |
|---|---|
| Series: | FORC preprint. - Coventry, ZDB-ID 2109531-0. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001752066