An operational interpretation and existence of the Aumann–Serrano index of riskiness
Year of publication: |
2012
|
---|---|
Authors: | Homm, Ulrich ; Pigorsch, Christian |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 114.2012, 3, p. 265-268
|
Saved in:
Saved in favorites
Similar items by person
-
An operational interpretation and existence of the Aumann–Serrano index of riskiness
Homm, Ulrich, (2012)
-
Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement
Homm, Ulrich, (2012)
-
Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement
Homm, Ulrich, (2012)
- More ...