Assessing the risks of trading strategies using acceptability indices
Masimba E. Sonono; Hopolang P. Mashele
| Year of publication: |
2013
|
|---|---|
| Authors: | Sonono, Masimba E. ; Mashele, Hopolang P. |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 4, p. 465-475
|
| Subject: | Conic Finance | Coherent Risk Measure | Acceptability Indices | Incomplete Markets | Bid-Ask Prices | Continuous Time Models | Theorie | Theory | Risikomaß | Risk measure | Unvollkommener Markt | Incomplete market | Risiko | Risk | Portfolio-Management | Portfolio selection | Geld-Brief-Spanne | Bid-ask spread |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010240790