The Aumann-Serrano performance index for multi-period gambles in stock data
Year of publication: |
2020
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Authors: | Hodoshima, Jiro ; Yamawake, Toshiyuki |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 11/288, p. 1-18
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Subject: | Aumann-Serrano performance index | multi-period gamble | Sharpe ratio | stock data | Kapitaleinkommen | Capital income | Index | Index number | Glücksspiel | Gambling | Aktienindex | Stock index | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
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/jrfm13110288 [DOI] hdl:10419/239339 [Handle] |
Classification: | G11 - Portfolio Choice ; C22 - Time-Series Models ; c46 |
Source: | ECONIS - Online Catalogue of the ZBW |
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