Risk aversion vs. the Omega ratio : consistency results
Sven Balder, Nikolaus Schweizer
| Year of publication: |
May 2017
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|---|---|
| Authors: | Balder, Sven ; Schweizer, Nikolaus |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 78-84
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| Subject: | Performance measurement | Stochastic dominance | Omega ratio | Sharpe ratio | Performance-Messung | Theorie | Theory | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Betriebliche Kennzahl | Financial ratio | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.12.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807506