Pitfalls of downside performance measures with arbitrary targets
Year of publication: |
December 2017
|
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Authors: | Hoechner, Benedikt ; Reichling, Peter ; Schulze, Gordon |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 17.2017, 4, p. 597-610
|
Subject: | Downside risk | Kappa ratios | lower partial moment | performance measurement | Sharpe ratio | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Betriebliche Kennzahl | Financial ratio | CAPM |
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