Sensitivity of performance indexes to disaster risk
Year of publication: |
2021
|
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Authors: | Hodoshima, Jiro ; Yamawake, Toshiyuki |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 9.2021, 2/40, p. 1-22
|
Subject: | Aumann-Serrano performance index | Foster-Hart performance index | maximum loss | Sharpe ratio | Index | Index number | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Risk | Katastrophe | Disaster | Aktienindex | Stock index | Indexberechnung | Index construction |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks9020040 [DOI] hdl:10419/258129 [Handle] |
Classification: | G11 - Portfolio Choice ; C22 - Time-Series Models ; c46 |
Source: | ECONIS - Online Catalogue of the ZBW |
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