Stock performance by utility indifference pricing and the Sharpe ratio
Jiro Hodoshima
| Year of publication: |
2019
|
|---|---|
| Authors: | Hodoshima, Jiro |
| Subject: | Normal mixture | Performance measure | Sharpe ratio | The inner rate of risk aversion | Utility indifference pricing | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | Risikoaversion | Risk aversion | Börsenkurs | Share price | Performance-Messung | Performance measurement | Finanzanalyse | Financial analysis | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1478121 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194656