Higher-order Omega : a performance index with a decision-theoretic foundation
Hongwei Bi, Rachel J. Huang, Larry Y. Tzeng, Wei Zhu
| Year of publication: |
2019
|
|---|---|
| Authors: | Bi, Hongwei ; Huang, Rachel J. ; Tzeng, Larry Y. ; Zhu, Wei |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 100.2019, p. 43-57
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| Subject: | Acceptance dominance | Almost stochastic dominance | Optimal hedge ratio | Performance index | Riskiness index | Index | Index number | Hedging | Theorie | Theory | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Performance-Messung | Performance measurement | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.12.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162443