Dynamic quasi concave performance measures
Sara Biagini; Jocelyne Bion-Nadal
| Year of publication: |
2014
|
|---|---|
| Authors: | Biagini, Sara ; Bion-Nadal, Jocelyne |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 55.2014, p. 143-153
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| Subject: | Conditional performance measure | Conditional acceptability index | Induced family of risk measures | Dynamic performance measure | Time consistency | Risk to reward ratio | Performance-Messung | Performance measurement | Theorie | Theory | Messung | Measurement | Portfolio-Management | Portfolio selection | Betriebliche Kennzahl | Financial ratio | Risikomaß | Risk measure | Risiko | Risk | Kapitaleinkommen | Capital income |
| 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/10011297774